Robust H∞ filtering for continuous-time nonhomogeneous Markov jump nonlinear systems with randomly occurring uncertainties

The problem of robust H∞ filtering for a class of continuous-time nonhomogeneous Markov jump nonlinear systems with randomly occurring uncertainties is considered in this paper. The nonlinearities induced in the system dynamics are assumed to satisfy the sector-bounded condition and the corresponding filter has also been designed with the same nonlinearity. The time-varying transition probabilities are assumed to be in a polytopic sense. By employing the parameter-dependent Lyapunov function, the novel sufficient conditions on the robust H∞ filtering are established in terms of linear matrix inequalities (LMIs), which guarantee the resulting error dynamic systems are robustly stochastically stable. Finally, two numerical examples and a vertical take-off and landing (VTOL) helicopter system are given to illustrate the applicability and superiority of the proposed approaches.