H_∞ filtering for time-delayed singular Markovian jump systems with time-varying switching: A quantized method

摘要

This paper discusses the H_∞ filtering problem of time-delayed singular Markovian jump systems (SMJSs) with time-varying transition rate matrix (TRM). In this paper, the underlying TRM is studied by the quantized method, whose difficulties used in system analysis and synthesis with infinite precision are overcome. Based on the proposed quantization principle, the time-varying TRM is firstly quantized into a series of finite TRMs with norm bounded uncertainties. Then, new criteria depending on time delay and quantization density simultaneously are developed such that the corresponding system is stochastic admissible with an H_∞ performance. Several sufficient conditions for the existence of the desired filter are given in the form of linear matrix inequalities (LMIs). Finally, numerical examples are used to demonstrate the correctness and superiorities of the proposed methods.