title: H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays.
abstract: The problem of H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays is investigated in this paper. The transition probabilities under consideration are time-varying, i.e., Markovian chain is nonhomogeneous. By using the Lyapunov functional approach and reciprocally convex technique, a less conservative delay-dependent bounded real lemma is developed in terms of linear matrix inequalities. Moreover, a sufficient condition for the existence of the desired filter which guarantees the stochastic admissibility and the H∞ performance index of the resulting filtering error system is presented. Numerical examples are employed to show the usefulness of the proposed results.
authors.affiliation: School of Science, Southwest University of Science and Technology, Mianyang 621010, China. Electronic address: dycyer@163.com.
authors.forename: Yucai
authors.initials: Y
authors.lastname: Ding
authors.affiliation: School of Science, Southwest University of Science and Technology, Mianyang 621010, China.
authors.forename: Hui
authors.initials: H
authors.lastname: Liu
authors.affiliation: School of Automation Engineering, University of Electronic Science and Technology of China, Chengdu 611731, China.
authors.forename: Jun
authors.initials: J
authors.lastname: Cheng
keywords: Nonhomogeneous Markovian chain; Singular systems; Stochastic admissibility; filtering