Robust H-infinity filter design for uncertaintime-delay singular stochastic systems withMarkovian jump

摘要

This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump.Based on the extended Ito? stochastic differential formula,sufficient conditions for the solvability of these problems are obtained.Furthermore,It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities.Finally,a simulation example is given to demonstrate the effectiveness of the proposed method.