摘要:The problem of delay-dependent non-fragile and robust dissipative filtering is investigated for a class of uncertain nonlinear stochastic singular time-delay Itô-type systems with Markovian jump parameters. With the system uncertainty and the filter gain perturbations, the closed-loop filtering error system is robust asymptotically stable and satisfies the dissipation performance. By constructing a Lyapunov-Krasovskii function and applying the Itô differential formula to compute the differential function along the system, a sufficient condition for the existence of a robust and non-fragile dissipative 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.
关键词:uncertain nonlinear singular time-delay system ; stochastic system ; Markov switching ; non-fragile robust dissipative filtering