New Approach to H∞ State Estimation for Continuous-Time Nonhomogeneous Markov Jump Systems with Time-Varying Delay

This paper investigates the H-infinity state estimation problem of continuous-time delayed nonhomogeneous Markov jump systems (NMJSs). To fully consider the nonhomogeneous transition rates (TRs) and state-related vectors, a parameter-dependent Lyapunov-Krasovskii functional (PDLKF) with triple integrals is constructed, in which the integrands in the PDLKF are all time-varying. In order to deal with the derivative of the time-varying integrands, a switched vertices approach is proposed to relax the bound assumptions in the existing works, which leads to more practical results. Based on these ingredients, a corresponding switched estimator approach is proposed to match an H-infinity estimator for NMJSs. The designed H-infinity estimator is related to the switched rule, which is more general than nonswitched estimators in the previous works. Some examples are illustrated to show the effectiveness of the obtained results.

Automated summary

This paper investigates the H-infinity state estimation problem of continuous-time delayed nonhomogeneous Markov jump systems and proposes a switched vertices approach to relax the bound assumptions, resulting in more practical results.