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http://bura.brunel.ac.uk/handle/2438/11380
Title: | Almost sure H∞ filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays |
Authors: | Yang, H Wang, Z Alsaadi, FE Hayat, T |
Keywords: | Almost surely exponential stability;Nonlinear hybrid stochastic systems;Mode-dependent interval delays;H∞ filtering |
Issue Date: | 2015 |
Publisher: | Elsevier |
Citation: | Journal of the Franklin Institute, (In Press), 2015 |
Abstract: | In this paper, the problem of almost sure H∞ filtering is studied for a class of nonlinear hybrid stochastic systems. In the system under investigation, Markovian jumping parameters, mode-dependent interval delays, nonzero exogenous disturbances as well as white noises are simultaneously taken into consideration to better model the real-world systems. Intensive stochastic analysis is carried out to obtain sufficient conditions for ensuring the almost surely exponential stability and the prescribed H∞ performance for the overall filtering error dynamics. Furthermore, the obtained results are applied to two classes of special hybrid stochastic systems with mode-dependent interval delays, where the desired filter gain is obtained in terms of the solutions to a set of linear matrix inequalities. Finally, two numerical examples are provided to show the effectiveness of the proposed filter design scheme. |
URI: | http://www.sciencedirect.com/science/article/pii/S0016003215003105 http://bura.brunel.ac.uk/handle/2438/11380 |
DOI: | http://dx.doi.org/10.1016/j.jfranklin.2015.07.017 |
ISSN: | 0016-0032 |
Appears in Collections: | Dept of Computer Science Research Papers |
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