Unbiased estimation of Markov jump systems with distributed delays
Sufficient conditions are obtained for the unbiased H? filtering scheme to a class of Markov jump systems (MJSs) with distributed time-delays. The filtering error dynamic MJSs is guaranteed to be stochastically stable and satisfies a prescribed level of H? disturbance attenuation in an infinite time-interval. The design method is presented in the form of linear matrix inequalities techniques, and then described as an optimization problem. Two numerical simulations are given to illustrate the performance of the proposed approach.
unbiased h? filtering markov jump systems (mjss) linear matrix inequality distributed time-delays