Unbiased estimation of Markov jump systems with distributed delays

  • Authors:
  • Shuping He;Jun Song;Fei Liu

  • Affiliations:
  • -;-;-

  • Venue:
  • Signal Processing
  • Year:
  • 2014

Quantified Score

Hi-index 0.08

Visualization

Abstract

The unbiased H"~ filtering problem is considered for a class of Markov jump systems (MJSs) with distributed time-delays. Based on the selected Lyapunov-Krasovskii functional, it gives a sufficient condition for the existence of the mode-dependent unbiased H"~ filter such that the filtering error dynamic MJSs is stochastically stable and satisfies a prescribed level of H"~ disturbance attenuation in an infinite time-interval. The design criterions are presented in the form of linear matrix inequality techniques, and then are described as the optimization problems. At last, two numerical examples are employed to illustrate the effectiveness of the developed techniques.