Journal
SIGNAL PROCESSING
Volume 86, Issue 1, Pages 140-152Publisher
ELSEVIER
DOI: 10.1016/j.sigpro.2005.05.005
Keywords
Markovian jump systems; functional time delay; stochastic stability; robust filtering; H infinity filtering; uncertain parameters
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In this paper, the filtering problem for a class of linear uncertain systems with Markovian jump parameters and functional time delay is examined. The uncertainties are time-varying and norm-bounded parametric uncertainties and the delay factor depends on the mode of operation. We provide complete results for robust weak-dependent stochastic stability and robust linear filter design. Then we extend the theoretical development to the case when a prescribed performance measure is desired. All the results are cast into convenient linear matrix inequality (LMI) forms. (c) 2005 Elsevier B.V. All rights reserved.
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