This study addresses the H ∞ filtering design issue for a class of time-delay Markov jump system with nonlinear characteristics. A stochastic system with sensor saturation and intermittent measurements is considered in the authors study. Random noise depending on state and external-disturbance are also taken into account. A decomposition approach and a bernoulli process are utilised to model the characteristic of sensor saturation and missing measurements, respectively. By transforming the filtering error system into an input-output form, sufficient conditions for the stochastic stability of the system with a prescribed H ∞ level are presented with the help of Scaled Small Gain theorem developed for stochastic systems. Based on the proposed conditions, the rubost filter design approach is proposed. A numerical example is finally provided to demonstrate effectiveness of the proposed approahc.
NomenclatureThroughout this paper, R n represents the n-dimensional Euclidean space, R n×m is the set of all n × m real matrices, the superscripts '−1' and 'T', respectively, stand for the matrix inverse and matrix transpose. Sym{A} is the shorten notation for A + A T , and the notation P > 0 (respectively, P ≥ 0), for P ∈ R n×n means that P is real symmetric and positive definite (respectively, semidefinite). The symmetric elements of the symmetric matrix is represented by an asterisk ( * ), and the block-diagonal matrices are denoted by diag{. . .}. G 1 • G 2 means the series connection of mapping G 1 and G 2 . E{·} denotes the expectation operator with respect to probability measure, and for vector x(k), x E2 = E{ ∞ n=0 x(n) 2 } 1 2 .