Reliable filter synthesis for a class of stochastic systems under nonhomogeneous Markovian switching

摘要

This paper is concerned with the problem of reliable filter synthesis for a class of stochastic systems with random occurring nonlinearities and mode-dependent delays under nonhomogeneous Markovian switching. By considering a new sensor failure model, which is valid to describe the drift faults, the loss of effectiveness, the stuck as well as the outage faults besides the normal case, a procedure of filter synthesis is proposed. Further, the filter gains are characterized in terms of solutions to a convex optimization problem with less conservativeness. Finally, the theoretical results are illustrated through an example of the aircraft engine.