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dc.contributor.authorYang, H-
dc.contributor.authorWang, Z-
dc.contributor.authorAlsaadi, FE-
dc.contributor.authorHayat, T-
dc.identifier.citationJournal of the Franklin Institute, (In Press), 2015en_US
dc.description.abstractIn 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.en_US
dc.description.sponsorshipThis work was supported in part by the National Natural Science Foundation of China under Grants 61134009 and 61329301, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany.en_US
dc.subjectAlmost surely exponential stabilityen_US
dc.subjectNonlinear hybrid stochastic systemsen_US
dc.subjectMode-dependent interval delaysen_US
dc.subjectH∞ filteringen_US
dc.titleAlmost sure H∞ filtering for nonlinear hybrid stochastic systems with mode-dependent interval delaysen_US
dc.relation.isPartOfJournal of the Franklin Institute-
Appears in Collections:Dept of Computer Science Research Papers

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