Delay-dependent H ∞ filtering for stochastic systems with Markovian switching and mixed mode-dependent delays

Nonlinear Analysis: Hybrid Systems

Volumn 4, Issue 1, 2010, Pages 122-133

  Shen, Hao ^a   Xu, Shengyuan ^a   Song, Xiaona ^a   Chu, Yuming ^b  

^a NANJING UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b HUZHOU UNIVERSITY   (China)

Author keywords

Delay dependent criteria; Exponential mean square stability; H filtering; Markovian switching; Mixed mode dependent delays

Indexed keywords

DELAY-DEPENDENT; DELAY-DEPENDENT CRITERIA; EXPLICIT EXPRESSIONS; EXPONENTIAL MEAN-SQUARE STABILITY; FILTERING ERROR; LYAPUNOV FUNCTIONALS; MARKOVIAN SWITCHING; MATRIX; MEAN-SQUARE; MIXED MODE; MIXED MODE-DEPENDENT DELAYS; NUMERICAL EXAMPLE; PERFORMANCE LEVEL; SUFFICIENT CONDITIONS; TIME-VARYING DELAY;

LINEAR CONTROL SYSTEMS; LINEAR MATRIX INEQUALITIES; STABILITY CRITERIA; STOCHASTIC SYSTEMS; SYSTEM STABILITY; TIME DELAY;

SWITCHING;

EID: 70350566706     PISSN: 1751570X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.nahs.2009.09.001     Document Type: Article

References (32)

1. 2-control of Markovian jump linear systems via convex analysis. Automatica 35 (1999) 259-268
2. Costa O.L.V., and Fragoso M.D. Discrete-time LQ-optimal control problems for infinite Markovian jump parameter systems. IEEE Trans. Automat. Control 40 (1995) 2076-2088
3. ∞ control: The discrete-time case. Control Theory Adv. Tech. 10 (1995) 1459-1474
4. Mariton M. Control of nonlinear systems with Markovian parameter changes. IEEE Trans. Automat. Control 36 (1991) 233-238
5. Benjelloun K., and Boukas E.K. Mean square stochastic stability of linear time-delay system with Markovian jumping parameters. IEEE Trans. Automat. Control 43 (1998) 1456-1460
6. ∞ control of discrete-time Markovian jump linear systems with mode-dependent time-delays. IEEE Trans. Automat. Control 46 (2001) 1918-1924
7. Gao L., and Wu Y. A design scheme of variable structure H-infinity control for uncertain singular Markovian switched systems based on linear matrix inequality method. Nonlinear Anal. Hybrid Syst. 1 (2007) 306-316
8. Luo J. Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps. Nonlinear Anal. Hybrid Syst. 2 (2008) 28-37
9. Xiong J., and Lam J. Stabilization of discrete-time Markovian jump linear systems via time-delayed controllers. Automatica 42 (2006) 747-753
10. Mao X. Exponential stability of stochastic delay interval systems with Markovian switching. IEEE Trans. Automat. Control 47 (2002) 1604-1612
11. Yuan C., and Lygeros J. Stabilization of a class of stochastic differential equations with Markovian switching. Systems Control Lett. 54 (2005) 819-833
12. Yuan C., and Mao X. Robust stability and controllability of stochastic differential delay equations with with Markovian switching. Automatica 40 (2004) 343-354
13. Niu Y., Ho D.W., and Wang X. Sliding mode control for Ito stochastic systems with Markovian switching. Automatica 43 (2007) 1784-1790
14. ∞ filtering for uncertain Markovian jump linear systems. Int. J. Robust Nonlinear Control 12 (2002) 435-446
15. ∞ filtering of fuzzy dynamic systems. IEEE Trans. Aerosp. Electron. Syst. 41 (2005) 658-670
16. ∞ filtering of stationary continuous-time linear systems with stochastic uncertainties. IEEE Trans. Automat. Control 46 (2001) 1788-1793
17. ∞ filtering of discrete-time fuzzy systems via bais-dependent Lyapunov function approach. Fuzzy Sets and Systems 158 (2007) 180-193
18. ∞ filtering of discrete-time switched systems with state delays via switched Lyapunov function approach. IEEE Trans. Automat. Control 52 (2007) 1520-1525
19. ∞ filtering for uncertain discrete piecewise time-delay systems. Internat. J. Control 80 (2007) 636-645
20. ∞ filter design for linear time delay systems. IEEE Trans. Signal Process. 49 (2001) 2839-2843
21. ∞ filter design for time-delay fuzzy systems. IEEE Trans. Signal Processing 55 (2007) 2746-2751
22. ∞ filtering for LPV systems with both discrete and distributed delays. IEE Proc. -Control Theory Appl. 153 (2006) 483-492
23. ∞ filtering for uncertain distributed delay systems. IEEE Trans. Signal Processing 53 (2005) 3764-3772
24. E. Boukas, Z. Liu, Output feedback robust stabilization of jump linear system with mode-dependent time-delays, in: Proceedings of the American Control Conference, Arlington, VA, June, 2001, pp. 4683-4688
25. Chen W.-H., Xu J.-X., and Guan Z.-H. Guaranteed cost control for uncertain Markovian jump systems with mode-dependent time-delays. IEEE Trans. Automat. Control 48 (2003) 2270-2276
26. ∞ filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters. J. Math. Anal. Appl. 342 (2008) 1084-1095
27. ∞ filtering for uncertain Markovian jump systems with mode-dependent time delays. IEEE Trans. Automat. Control 48 (2003) 900-907
28. Xu S., Chu Y., Lu J., and Zou Y. Exponential dynamic output feedback controller design for stochastic neutral with distributed delays. IEEE Trans. Syst. Man Cybern. Part A 36 (2006) 540-547
29. Gu K., Kharitonov V.L., and Chen J. Stability of Time-Delay Systems (2003), Birkhäuser, Boston
30. Mao X., and Yuan C. Stochastic Differential Equations with Markovian Switching (2006), Imperial College Press, London
31. Fridman E., and Shaked U. New bounded real lemma representations for time-delay systems and their applications. IEEE Trans. Automat. Control 46 (2001) 1973-1979
32. Shaked U., Yaesh I., and Souza C.d. Bounded real criteria for linear time-delay systems. IEEE Trans. Automat. Control 43 (1998) 1016-1022