Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/4934
Title: Robust H∞ filtering for discrete nonlinear stochastic systems with time-varying delay
Authors: Liu, Y
Wang, Z
Liu, X
Keywords: Stochastic system;H∞ filtering;Robust filtering;Time-varying delays;Lyapunov–Krasovskii functional;Linear matrix inequality
Issue Date: 2008
Publisher: Elsevier
Citation: Journal of Mathematical Analysis and Applications, 341(1): 318-336, May 2008
Abstract: In this paper, we are concerned with the robust H∞ filtering problem for a class of nonlinear discrete time-delay stochastic systems. The system under study involves parameter uncertainties, stochastic disturbances, time-varying delays and sector-like nonlinearities. The problem addressed is the design of a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is constrained to be robustly asymptotically stable in the mean square, and a prescribed H∞ disturbance rejection attenuation level is also guaranteed. By using the Lyapunov stability theory and some new techniques, sufficient conditions are first established to ensure the existence of the desired filtering parameters. These conditions are dependent on the lower and upper bounds of the time-varying delays. Then, the explicit expression of the desired filter gains is described in terms of the solution to a linear matrix inequality (LMI). Finally, a numerical example is exploited to show the usefulness of the results derived.
Description: This is the postprint version of the article. The official published version can be accessed from the link below - © 2007 Elsevier Inc
URI: http://bura.brunel.ac.uk/handle/2438/4934
DOI: http://dx.doi.org/10.1016/j.jmaa.2007.10.019
ISSN: 0022-247X
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext.pdf239.7 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.