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Title: H∞ filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
Authors: Shen, B
Wang, Z
Shu, H
Wei, G
Keywords: Nonlinear systems
Stochastic systems
Discrete-time systems
H∞ filtering
Random sensor delay
Hamilton–Jacobi–Isaacs inequality
Publication Date: 2009
Publisher: Elsevier
Citation: Automatica, 45(4): 1032-1037, Apr 2009
Abstract: This paper is concerned with the H∞ filtering problem for a general class of nonlinear discrete-time stochastic systems with randomly varying sensor delays, where the delayed sensor measurement is governed by a stochastic variable satisfying the Bernoulli random binary distribution law. In terms of the Hamilton–Jacobi–Isaacs inequalities, preliminary results are first obtained that ensure the addressed system to possess an l2-gain less than a given positive scalar γ. Next, a sufficient condition is established under which the filtering process is asymptotically stable in the mean square and the filtering error satisfies the H∞ performance constraint for all nonzero exogenous disturbances under the zero-initial condition. Such a sufficient condition is then decoupled into four inequalities for the purpose of easy implementation. Furthermore, it is shown that our main results can be readily specialized to the case of linear stochastic systems. Finally, a numerical simulation example is used to demonstrate the effectiveness of the results derived.
Description: This is the post print version of the article. The official published version can be obained from the link - Copyright 2009 Elsevier Ltd
Sponsorship: This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor James Lam under the direction of Editor Ian R. Petersen. This work was supported by the Shanghai Natural Science Foundation under Grant 07ZR14002, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK and the Alexander von Humboldt Foundation of Germany.
ISSN: 0005-1098
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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