Abstract:

The problem of robust and non-fragile H_∞ is investigated for a class of uncertain stochastic time-delay It ^o-type systems with Markovian jump parameters. With the system uncertainty and the filter gain perturbations, the closed-loop filter error system is robustly asymptotically stable and the H_∞ disturbance attenuation is within the prescribed upper bound. With constructing a Lyapunov-Krasovskii function and applying the It ^o differential formula to compute the differential function along the system, a sufficient condition for the existence of robust and non-fragile filter is derived in the form of linear matrix inequality (LMI). An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.