Robust fuzzy filterings for a class of nonlinear stochastic systems with infinite Markov jump are explored based on T-S fuzzy model approach in this paper. First of all, the exponentially mean square stable filter with a prescribed H_∞ performance is designed via linear matrix inequalities (LMIs). Secondly, H₂/H_∞ fuzzy filtering is solved in terms of LMIs by minimizing the estimation error energy under the worst case fuzzy disturbance. The corresponding fuzzy filter parameters can be received by convex optimization algorithms. And lastly, two illustrative examples are performed to manifest the validity of the proposed methods.

中文翻译：

---

无限马尔可夫跳跃的非线性随机系统的鲁棒H 2 / H∞模糊滤波。

基于TS模糊模型方法，研究了一类具有无限马尔可夫跳跃的非线性随机系统的鲁棒模糊滤波。首先，以规定的按指数均方稳定滤波器ħ _∞性能被设计通过线性矩阵不等式。其次，ħ ₂ / ħ _∞模糊滤波以线性矩阵不等式条件由最坏的情况下模糊干扰最小化下的估计误差能量来解决。可以通过凸优化算法接收相应的模糊滤波器参数。最后，通过两个例子说明了所提方法的有效性。