Finite-time $\mathcal {H}_{\infty }$H∞ filtering for Ito stochastic Markovian jump systems with distributed time-varying delays based on optimisation algorithm

作     者：Wu, Zhengtian Jiang, Baoping Kao, Yonggui 

作者机构：Suzhou Univ Sci & Technol Sch Elect & Informat Engn Suzhou Peoples R China Suzhou Key Lab Big Data & Informat Serv Suzhou Peoples R China Politecn Milan Dept Mech Engn Milan Italy Harbin Inst Technol Weihai Dept Math Weihai Peoples R China 

出 版 物：《IET CONTROL THEORY AND APPLICATIONS》 (IET控制论与应用)

年 卷 期：2019年第13卷第5期

页      面：702-710页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 0804[工学-仪器科学与技术] 0811[工学-控制科学与工程] 

基　　金：NSFC [61803279, 11871366, 51874205, 61672371, 61876121] Jiangsu Provincial Department of Housing and Urban-Rural Development [2017ZD253] Suzhou University of Science and Technology [XKZ2017011] Ministry of housing and urban and rural construction [2018-K1-007] Foundation of Key Laboratory in Science and Technology Development Project of Suzhou [SZS201813, SZS201609] Key Research & Development Plan of Jiangsu Province [BE2017663] China Scholarship Council 

主　　题：filtering theory Markov processes discrete time systems control system synthesis Lyapunov methods time-varying systems optimisation linear matrix inequalities stochastic systems delays stochastic functional theory solving existing linear matrix inequalities optimisation problems Ito stochastic Markovian jump systems distributed time-varying delays optimisation algorithm $H filter design Ito stochastic systems Markovian switching partially mode-dependent filter unreliable network transmission filtering error system finite-time boundedness 

摘      要：This study is concerned with the problem of finite-time H-infinity filter design for a class of Ito stochastic systems with Markovian switching and distributed time-varying delays. Firstly, a partially mode-dependent filter is designed to accommodate to unreliable network transmission. The attention is focused on deriving sufficient conditions for the filtering error system to ensure the finite-time boundedness and to satisfy a prescribed H-infinity disturbance attenuation. Then based on stochastic functional theory, the existence of H-infinity filter is presented by solving existing linear matrix inequalities optimisation problems. Furthermore, the result is extended to the case where the mode information is completely transmitted. Finally, a numerical example is provided to show the effectiveness of the proposed results.