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| Received:November 05, 2005Revised:May 03, 2007 |
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| Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump |
| Jianwei XIA |
| (School of Automation, Nanjing University of Science and Technology, Nanjing Jiangsu 210094, China) |
| Abstract: |
| This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It^o stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method. |
| Key words: Linear matrix inequality Markovian jump obust H-infinity filter Singular stochastic systems Timedelay |