Abstract:

In this paper, the robust non-fragile H∞ filtering is investigated for a class of uncertain stochastic Itotype time-delay system with Markov jump parameters, and a Markov jump filter is designed to guarantee the mean square stability of robust stochastic exponential of the closed-loop filter error system with uncertain controlled objects and filters, and to keep the disturbance attenuation level below a given upper bound. Moreover, by considering the additive perturbations of controlled objects and filters, the solvability condition for the existence of robust non-fragile filter is derived in the form of linear matrix inequality （LMI） and generalized Ito formula. The effectiveness of the proposed approach is then verified using a numerical example, and the superiority of the designed non-fragile filter is finally demonstrated through comparison.

Key words: Markov jump, time-delay system, non-fragile filtering, additive gain perturbation, linear matrix inequality