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H ∞ Filtering for Markovian Switching System with Mode-Dependent Time-Varying Delays

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Abstract

This paper deals with the problem of H ∞ filtering for Markovian switching systems. The system under consideration involves discrete and mode-dependent time-varying delays. The aim of this paper is to design a filter such that the filtering error system is stochastically stable with a prescribed H ∞ disturbance attenuation level. Sufficient conditions for the existence of H ∞ filters are expressed in terms of linear matrix inequalities (LMIs), which can be solved by using Matlab LMI control toolbox. Numerical examples are given by including a transmission control protocol (TCP) network model to illustrate the practical importance and effectiveness of the proposed main results.

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Acknowledgements

The authors would like to acknowledge the Editor-in-chief, Associate Editor and anonymous reviewers for their valuable and encouraging comments and fruitful suggestions to improve the quality of the manuscript. This work was supported by UGC-BSR—Research fellowship in Sciences—2012-13.

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  1. Department of Mathematics, Gandhigram Rural Institute—Deemed University, Gandhigram, 624 302, Tamilnadu, India

    P. Balasubramaniam & V. M. Revathi

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  1. P. Balasubramaniam
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  2. V. M. Revathi
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Correspondence to P. Balasubramaniam.

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Balasubramaniam, P., Revathi, V.M. H ∞ Filtering for Markovian Switching System with Mode-Dependent Time-Varying Delays. Circuits Syst Signal Process 33, 347–369 (2014). https://doi.org/10.1007/s00034-013-9643-y

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  • DOI: https://doi.org/10.1007/s00034-013-9643-y

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