Robust guaranteed cost observer design for singular Markovian jump time-delay systems with generally incomplete transition probability
type: Item
instance of: scholarly article
title: Robust guaranteed cost observer design for singular Markovian jump time-delay systems with generally incomplete transition probability
zbMATH Open document ID: 1406.93371
DOI: 10.1155/2014/832891
author: Yanbo Li
author: Jing Xie
author: Yonggui Kao
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time-delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI) technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time-delay systems with generally incomplete transition probability.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93D09
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 7023159
zbMATH Keywords: cost observer design
zbMATH Keywords: Markovian jump time-delay systems
zbMATH Keywords: incomplete transition probability
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: robust stochastically stability
Wikidata QID: Q59041874
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/832891
OpenAlex ID: W2025389641
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description: scientific article; zbMATH DE number 7023159