Fuzzy model-based robust H∞ filtering for a class of nonlinear nonhomogeneous Markov jump systems

This paper studies the problem of robust fuzzy H∞ filtering for a class of uncertain nonlinear discrete-time Markov jump systems with nonhomogeneous jump transition probabilities. The Takagi and Sugeno fuzzy model is employed to represent such nonlinear nonhomogeneous Markov jump system with norm-bo...

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Bibliographic Details
Main Authors: Yin, Y., Shi, P., Liu, F., Teo, Kok Lay
Format: Journal Article
Published: ELSEVIER SCIENCE BV 2013
Online Access:http://hdl.handle.net/20.500.11937/8261
Description
Summary:This paper studies the problem of robust fuzzy H∞ filtering for a class of uncertain nonlinear discrete-time Markov jump systems with nonhomogeneous jump transition probabilities. The Takagi and Sugeno fuzzy model is employed to represent such nonlinear nonhomogeneous Markov jump system with norm-bounded parameter uncertainties. By Lyapunov function approach, under the designed mode-dependent and variation-dependent fuzzy filter which includes the membership functions, a sufficient condition is presented to ensure that the filtering error dynamic system is stochastically stable and has a prescribed H∞ performance index. An example is given to demonstrate the effectiveness and advantages of the proposed techniques.