Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump

Key words:  Linear matrix inequality  Markovian jump  obust H-infinity filter  Singular stochastic systems  Timedelay

摘要:

Abstract:

This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It^o stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.