H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays
Yucai Ding1, Hui Liu1, Jun Cheng2
1School of Science, Southwest University of Science and Technology, Mianyang 621010, China.
Abstract:
The problem of H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays is investigated in this paper. The transition probabilities under consideration are time-varying, i.e., Markovian chain is nonhomogeneous. By using the Lyapunov functional approach and reciprocally convex technique, a less conservative delay-dependent bounded real lemma is developed in terms of linear matrix inequalities. Moreover, a sufficient condition for the existence of the desired filter which guarantees the stochastic admissibility and the H∞ performance index of the resulting filtering error system is presented. Numerical examples are employed to show the usefulness of the proposed results.
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