文中针对一类具有马尔可夫跳变参数的Ito类型不确定随机时滞系统.讨论了此类系统的鲁棒非脆弱H∞滤波器的设计问题.在被控对象及滤波器同时存在不确定性的情况下,使闭环滤波误差系统的鲁棒随机指数均方稳定,且干扰抑制性能指标小于给定上界.针对被控对象和滤波器均存在加法摄动的情况,运用线性矩阵不等式(LMI)和Ito公式,给出了非脆弱滤波器存在的可解性条件.数值算例表明了该方法的有效性,并通过比较说明了非脆弱滤波器的优越性.
In this paper, the robust non-fragile H∞ filtering is investigated for a class of uncertain stochastic Itotype time-delay system with Markov jump parameters, and a Markov jump filter is designed to guarantee the mean square stability of robust stochastic exponential of the closed-loop filter error system with uncertain controlled objects and filters, and to keep the disturbance attenuation level below a given upper bound. Moreover, by considering the additive perturbations of controlled objects and filters, the solvability condition for the existence of robust non-fragile filter is derived in the form of linear matrix inequality (LMI) and generalized Ito formula. The effectiveness of the proposed approach is then verified using a numerical example, and the superiority of the designed non-fragile filter is finally demonstrated through comparison.