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- W2024761512 abstract "In this paper, the exponential H∞ filter design problem is investigated for a general class of stochastic time-varying delay system with Markovian jumping parameters. The stochastic uncertainties appear in both the dynamic and the measurement equations and the state delay is assumed to be time-varying. Attention is focused on the design of mean-square exponentially stable and Markovian jump filter such that the filtering error systems are mean-square exponentially stable and the estimation error satisfies a given H∞ performance. By introducing some slack matrix variables, delay-dependent sufficient conditions for the solvability of the above problem are presented in terms of linear matrix inequalities (LMIs). In addition, the decay rate can be a given positive value without any other constraints. When the proposed LMIs are feasible, an explicit expression of the desired H∞ filter can be given. A numerical example is provided to illustrate the effectiveness of the proposed design approach. Copyright © 2009 John Wiley & Sons, Ltd." @default.
- W2024761512 created "2016-06-24" @default.
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- W2024761512 date "2009-06-23" @default.
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- W2024761512 title "Exponential <i>H</i> <sub>∞</sub> filter design for stochastic time-varying delay systems with Markovian jumping parameters" @default.
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- W2024761512 doi "https://doi.org/10.1002/rnc.1477" @default.
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