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Robust H∞ filtering for finite-time boundedness of Markovian jump system with distributed time-varying delays

Author

Listed:
  • S. Saravanan
  • M. Syed Ali
  • Hamed Alsulami
  • Mohammed Sh. Alhodaly

Abstract

This paper is concerned with the problem of the guaranteed $H_\infty $H∞ filtering with interval time-varying delay and Markovian jumping system. By constructing Lyapunov–Krasovskii functional, a novel delay-dependent criterion is presented such that the error system is stochastically finite-time bounded. In order to obtain results, Jensen's inequality, Wirtinger's integral inequality and Auxiliary function-based integral inequalities are employed. The $H_\infty $H∞ filter matrix can be achieved by solving the linear matrix inequalities (LMIs). Numerical example and simulation results are provided to demonstrate the effectiveness of the proposed method.

Suggested Citation

  • S. Saravanan & M. Syed Ali & Hamed Alsulami & Mohammed Sh. Alhodaly, 2020. "Robust H∞ filtering for finite-time boundedness of Markovian jump system with distributed time-varying delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 51(2), pages 368-380, January.
    • Handle: RePEc:taf:tsysxx:v:51:y:2020:i:2:p:368-380
    DOI: 10.1080/00207721.2020.1716097
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