This paper deals with the robust dissi-pative filtering for a class of linear time-delay systems with Markovian jumping parameters. The system under study involves time delays, jumping parameters and uncertainties. The transition of the jumping parame- ters in systems is governed by a finite-state Markov process. The objective is to design linear memoryless filters such that for all uncertainties, the resulting augmented system is robust stochastically stable independent of delays and satisfies the proposed dissipative performance. Based on stability theory in stochastic differential equations, a sufficient condition on the existence of robust dissipative filters is derived. Robust dissipative filters are designed in terms of a set of coupled linear matrix inequalities.
展开▼
