On Design of Robust H_(infinity) Filters for Uncertain Markovian Stochastic Systems

摘要

The problem of designing robust H_(infinity) filters for uncertain Markovian stochastic systems with time-varying delays is addressed in this paper. It is assumed that the Markovian systems are perturbed by Ito-type stochastic disturbances and subjected to parametric uncertainties and mode transition rate uncertainties. The main specification of robust H_(infinity) filters under design is to ensure that the filtering error system is robustly stochastically stable and a prescribed H_(infinity) disturbance attenuation level is met in the face of all admissible parameter uncertainties and time-delays. It is shown that the desired robust H_(infinity) filters can be readily designed by solving some linear matrix inequalities which are derived by using a stochastic Lyapunov-Krasovskii functional and the free-weighting matrix technique.