Distributed delay‐dependent filtering for Markovian jump systems interconnected over an undirected graph with time‐delay. Issue 3 (16th December 2018)

• Record Type: Journal Article
• Authors: Xue, Xiaojuan; Xu, Li; Xu, Huiling
• Is Part Of: Asian journal of control. Volume 22:Issue 3(2020)
• Page Start: 1253
• Page End: 1267
• Publication Date: 2018-12-16
• Subjects: distributed filter -- Markovian jump -- systems interconnected over an undirected graph -- time delay; Automatic control -- Periodicals; Control theory -- Periodicals; 629.805
• DOI: 10.1002/asjc.1983
• Languages: English
• ISSNs: 1561-8625

Abstract

Abstract: In this paper, the problems of delay‐dependent stochastic stability analysis and distributed filter synthesis are considered for Markovian jump systems interconnected over an undirected graph with state time‐invariant delay. A sufficient condition for the well‐posedness, delay‐dependent stochastic stability and contractiveness of the plant is developed in terms of linear matrix inequalities (LMIs). The distributed filter synthesis aims to design a distributed filter inheriting the structure of the plant such that the filtering error systems is well‐posed, delay‐dependent stochastically stable and contractive. Specifically, a corresponding sufficient condition to guarantee the filtering error system contractive is first presented by a set of nonlinear matrix inequalities. Next, for coupling these nonlinear matrix inequalities, a sufficient condition on the existence of such a distributed filter is proposed via a series of finite‐dimensional LMIs. Finally, a numerical simulation is presented to demonstrate the effectiveness of the proposed approach.