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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(More)
—This paper considers í µí°»∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and time-varying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality(More)
In this paper, we study the H∞ filtering problem for a class of continuous-time Markov jump systems with time-varying uncertainties in transition rates, in which the uncertain transition rates are assumed to be affine parameter-dependent uncertainty models. By converting the affine parameter-dependent uncertainty models for transition rates into(More)
The problem of fault detection for stochastic Markovian jump system is considered. The system under consideration involves discrete and distributed time-varying delays, Itô-type stochastic disturbance, and different system and delay modes. The aim of this paper is to design a fault detection filter such that the fault detection system is stochastically(More)
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