ABSTRACT
This chapter aims to solve the H8 filter and output feedback H8 controller design problems for a class of stochastic time-delay systems with nonlinear disturbances, sensor nonlinearity, and Markovian jumping parameters. It investigates state estimator analysis and synthesis problems. The chapter illustrates the usefulness and flexibility of the filter design method developed. It also investigates performance and output feedback controller synthesis problems. The chapter also illustrates the usefulness and flexibility of the controller design method developed. By using Ito's differential formula and the Lyapunov stability theory, sufficient conditions for the solvability of the filter and controller design problem are derived in term of linear matrix inequalities. These conditions are dependent on the information of the time-delays, which can be easily checked by resorting to available software packages. A numerical example and the corresponding simulation results are exploited to demonstrate the effectiveness of the proposed filter and controller design method.
