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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.
ISSN: 0016-0032
Appears in Collections:Dept of Computer Science Research Papers

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