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Unbiased H filtering for neutral Markov jump systems. (English) Zbl 1152.93052
Summary: The unbiased H filtering problem is studied for stochastic Markov jump system with constant and neutral time-delays. By reconstructing the system, the dynamic filtering error characteristics of unknown inputs and time-delays are obtained. A sufficient condition is initially established on the existence of mode-dependent unbiased H filter of constant time-delay system using stochastic Lyapunov-Krasovskii function. Then, the unbiased H filter is also designed for the jump system with constant and neutral time-delays. The design criterions are presented in the form of linear matrix inequality. Finally, the unbiased H filtering problems are described as optimization algorithms. Numerical examples illustrate the effectiveness of the developed techniques.
93E11Filtering in stochastic control
60J75Jump processes
93E25Computational methods in stochastic control