Dissipative filter design for uncertain Markovian jump systems with mixed delays and unknown transition rates

Abstract In this paper, a partially mode-dependent dissipative filter design method is presented for uncertain Markovian jump systems with mixed delays and unknown transition rates. The uncertainty is assumed to be time-invariant which belongs to a ploytope. By constructing a mode-dependent and parameter-dependent Lyapunov–Krasovskii functional based on delay-partitioning approach, we propose a sufficient condition for the existence of a partially mode-dependent dissipative filter, which ensures that the resulting filtering error system is stochastically stable and dissipative. The filter parameters can be derived by using feasible solutions to a certain set of linear matrix inequalities. Finally, two simulation examples are provided to illustrate the effectiveness of the filter design technique.

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