Exponential H∞ filtering for time-varying delay systems: Markovian approach

  • Authors:
  • Guoliang Wang;Qingling Zhang;Chunyu Yang

  • Affiliations:
  • School of Information and Control Engineering, Liaoning Shihua University, Fushun, Liaoning 113001, China;Institute of Systems Science, Northeastern University, Shenyang, Liaoning 110004, China and Key Laboratory of Integrated Automation of Process Industry, Ministry of Education, Northeastern Univers ...;Key Laboratory of Integrated Automation of Process Industry, Ministry of Education, Northeastern University, Shenyang 110004, China

  • Venue:
  • Signal Processing
  • Year:
  • 2011

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Abstract

This paper discusses the H"~ filtering problem for a class of deterministic systems with time-varying delays, where the stochastic property of time-varying delays described by Markovian approach is taken into consideration in filter design. Firstly, the delay interval is separated into several subintervals, which can be described by Markov process. Then, a new H"~ filtering method for deterministic system with time-varying delay is given, whose filter can switch with time delay in terms of Markov process. Sufficient conditions for the existence of H"~ filter are obtained as linear matrix inequalities, where the mode transition rates are known exactly or inexactly. Finally, numerical examples are used to demonstrate the utility of the given methods.