Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes

This paper is concerned with the problem of delay-dependent finite-time H∞ filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our re...

Full description

Saved in:
Bibliographic Details
Main Authors: Yong Zeng, Jun Cheng, Shouming Zhong, Xiucheng Dong
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/269091
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832561636575019008
author Yong Zeng
Jun Cheng
Shouming Zhong
Xiucheng Dong
author_facet Yong Zeng
Jun Cheng
Shouming Zhong
Xiucheng Dong
author_sort Yong Zeng
collection DOAJ
description This paper is concerned with the problem of delay-dependent finite-time H∞ filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our results, a novel sufficient condition for finite-time boundness with an H∞ performance index is derived. Particularly, two different Markov processes have been considered for modeling the randomness of system matrix and the state delay. Based on the derived condition, the H∞ filtering problem is solved, and an explicit expression of the desired filter is also given; the system trajectory stays within a prescribed bound during a specified time interval. Finally, a numerical example is given to illustrate the effectiveness and the potential of the proposed techniques.
format Article
id doaj-art-536749127bb94cb7bcdb4fe40c21b448
institution Kabale University
issn 1110-757X
1687-0042
language English
publishDate 2013-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-536749127bb94cb7bcdb4fe40c21b4482025-02-03T01:24:31ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/269091269091Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System ModesYong Zeng0Jun Cheng1Shouming Zhong2Xiucheng Dong3School of Automation Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, ChinaSchool of Automation Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, ChinaSchool of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, ChinaKey Laboratory on Signal and Information Processing, Xihua University, Chengdu, Sichuan 610039, ChinaThis paper is concerned with the problem of delay-dependent finite-time H∞ filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our results, a novel sufficient condition for finite-time boundness with an H∞ performance index is derived. Particularly, two different Markov processes have been considered for modeling the randomness of system matrix and the state delay. Based on the derived condition, the H∞ filtering problem is solved, and an explicit expression of the desired filter is also given; the system trajectory stays within a prescribed bound during a specified time interval. Finally, a numerical example is given to illustrate the effectiveness and the potential of the proposed techniques.http://dx.doi.org/10.1155/2013/269091
spellingShingle Yong Zeng
Jun Cheng
Shouming Zhong
Xiucheng Dong
Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
Journal of Applied Mathematics
title Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
title_full Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
title_fullStr Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
title_full_unstemmed Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
title_short Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes
title_sort delay dependent finite time h∞ filtering for markovian jump systems with different system modes
url http://dx.doi.org/10.1155/2013/269091
work_keys_str_mv AT yongzeng delaydependentfinitetimehfilteringformarkovianjumpsystemswithdifferentsystemmodes
AT juncheng delaydependentfinitetimehfilteringformarkovianjumpsystemswithdifferentsystemmodes
AT shoumingzhong delaydependentfinitetimehfilteringformarkovianjumpsystemswithdifferentsystemmodes
AT xiuchengdong delaydependentfinitetimehfilteringformarkovianjumpsystemswithdifferentsystemmodes