含有跳变参数的中立系统的鲁棒保性能滤波

对一类含有马尔可夫跳变参数的中立系统研究了鲁棒保性能滤波问题。系统中含有时滞，跳变参数与不确定性。系统中的跳变参数可以通过有限状态马尔可夫过程来描述。目标是设计无记忆线性滤波器使得对所有的不确定性增广系统是时滞独立鲁棒随机稳定的，并且满足所提的保性能指标。基于随机微分方程稳定性理论，给出了线性滤波器存在的充分条件。借助一组相互关联的线性矩阵不等式，获得了鲁棒保性能的设计方法。通过求解线性矩阵不等式约束下的凸优化问题，给出了次优保性能滤波器的设计方法。

Robust Guaranteed Cost Filtering for Linear Uncertain Neutral Systems with Markovian Jumping Parameters

Robust guaranteed cost filtering for a class of linear neutral systems with Markovian jumping parameters is investigated. The system under study involves time delays, jumping parameters and uncertainties. The transition of the jumping parameters in systems is governed by a finite-state Markov process. The objective is to design linear memoryless filters such that for all uncertainties, the resulting augmented system is robust stochastically stable independent of delays and satisfies the proposed guaranteed cost performance. Based on stability theory in stochastic differential equations, a sufficient condition on the existence of robust guaranteed cost filters is derived. Robust guaranteed cost filters are designed in terms of linear matrix inequalities. A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters.