不确定随机跳变时滞系统非脆弱H∞滤

针对一类具有马尔可夫跳变参数的It^o类型不确定随机时滞系统，讨论了该类系统的鲁棒非脆弱H_∞滤波问题。在被控对象及滤波器同时存在不确定性的情况下，闭环滤波误差系统渐近稳定，干扰抑制性能指标小于给定上界。通过构造一个Lyapunov Krasovskii泛函，应用It^o微分公式沿系统对其求微分，再运用线性矩阵不等式（linear matrix inequality, LMI）和It^o公式，给出了非脆弱滤波器存在的可解性条件。通过数值算例表明了该方法的有效性。

Non-fragile H∞ filtering for uncertain stochastic time-delay systems with Markovian jump parameters

The problem of robust and non-fragile H∞ is investigated for a class of uncertain stochastic time-delay It ^o-type systems with Markovian jump parameters. With the system uncertainty and the filter gain perturbations, the closed-loop filter error system is robustly asymptotically stable and the H∞ disturbance attenuation is within the prescribed upper bound. With constructing a Lyapunov-Krasovskii function and applying the It ^o differential formula to compute the differential function along the system, a sufficient condition for the existence of robust and non-fragile filter is derived in the form of linear matrix inequality (LMI). An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.