Robust H-infinity filtering for singular time-delayed systems with uncertain Markovian switching probabilities

摘要

This paper is concerned with the robust H filter design for a class of uncertain singular time-delayed Markovian jump systems, whose transition rate matrix has elementwise bounded uncertainties. By the LMI approach, a novel bounded real lemma is proposed such that the singular Markovian jump system is robustly exponentially mean-square admissible with a prescribed H performance index. Based on this, a sufficient condition for the existence of a robust H filter is developed in terms of LMIs. Finally, a numerical example is provided to show the effectiveness of the theoretical results. Copyright (c) 2013 John Wiley & Sons, Ltd.