Abstract:

The problem of nonlinear He? filtering for interconnected Markovian jump systems is discussed. The aim of this note is the design of a nonlinear Markovian jump filter such that the resulting error system is exponentially mean-square stable and ensures a prescribed Hoo performance. A sufficient condition for the solvability of this problem is given in terms of linear matrix inequalities(LMIs). A simulation example is presented to demonstrate the effectiveness of the proposed design approach.

Key words: nonlinear Hoo filtering, Markovian jump systems, interconnected systems, linear matrix inequalities