Copyright © 2012 Yucai Ding et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
filtering problem for a class of piecewise homogeneous Markovian jump nonlinear systems is investigated. The aim of this paper is to design a mode-dependent filter such that the filtering error system is stochastically stable and satisfies a prescribed disturbance attenuation level. By using a new mode-dependent Lyapunov-Krasovskii functional, mixed mode-dependent sufficient
conditions on stochastic stability are formulated in terms of linear matrix inequalities (LMIs).
Based on this, the mode-dependent filter is obtained. A numerical example is given to illustrate the
effectiveness of the proposed main results.