Asynchronous dissipative filtering for Markov jump discrete-time systems subject to randomly occurring distributed delays

• Published in: Journal of the Franklin Institute Vol. 356; no. 4; pp. 2395 - 2420
• Main Authors: Dai, Mingcheng, Xia, Jianwei, Park, Ju H., Huang, Xia, Shen, Hao
• Format: Journal Article
• Language: English
• Published: Elmsford Elsevier Ltd 01.03.2019; Elsevier Science Ltd
• Subjects: Asynchronous; Convexity; Discrete time systems; Filtration; Markov analysis; Markov processes; Optimization; Stochastic control theory; Time lag
• ISSN: 0016-0032; 1879-2693; 0016-0032
• DOI: 10.1016/j.jfranklin.2019.01.025

This work investigates the issue of the dissipativity-based asynchronous filtering for Markov jump discrete-time systems subject to mixed time delays. Different from the existing results on this topic, a kind of distributed time delay is fully considered, which randomly occurs. The aim of this paper is to determine the parameters of the designed asynchronous filter. By utilizing the convex optimization technique and stochastic analysis theory, some new sufficient conditions with less conservatism are established, which ensure the resulting error system is stochastically stable with the extended dissipative performance level. The superiority and availability of the developed approach are finally verified by some comparison examples.