H∞ filtering for Markovian jump systems with time-varying delays

@article{Liu2010HFF,
  title={H∞ filtering for Markovian jump systems with time-varying delays},
  author={Jinliang Liu and Ruixia Yan and Hua Han and Songlin Hu and Yifan Hu},
  journal={2010 Chinese Control and Decision Conference},
  year={2010},
  pages={1249-1254}
}
This paper proposes a class of H∞ filter design for Markovian jump systems with time-varying delays. Firstly, exploiting a new Lyapunov function and using the convexity property of the matrix inequality, new criteria are derived for the H∞ performance analysis of the filtering-error systems,which can lead to much less conservative analysis results. Secondly, based on the obtained conditions, the gain of filter can be obtained in terms of linear matrix inequalities (LMIs). Finally, numerical… CONTINUE READING

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