Abstract
This chapter is concerned with the \(H_\infty \) filtering problem for a class of switched stochastic time-delay systems with random measurement delays. By introducing two binary variables for the modeling of the random stochastic delay phenomenon, and using some stochastic analysis method together with the Lyapunov stability theory, some sufficient conditions are proposed such that the filtering error system is exponentially stable in the mean-square sense with a prescribed \(H_\infty \) performance level.
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Zhang, D., Yu, L. (2019). \(H_\infty \) Filtering for Continuous-Time Switched Stochastic Time-Delay Systems with Delayed Measurement. In: Analysis and Synthesis of Switched Time-Delay Systems: The Average Dwell Time Approach. Studies in Systems, Decision and Control, vol 146. Springer, Singapore. https://doi.org/10.1007/978-981-13-1129-1_6
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DOI: https://doi.org/10.1007/978-981-13-1129-1_6
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