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Title: H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
Authors: Wang, Z
Liu, Y
Liu, X
Keywords: Itô stochastic system;H∞ filtering;Robust filtering;Nonlinear filtering;Time delays;Lyapunov–Krasovskii functional;Linear matrix inequality
Issue Date: 2008
Publisher: Elsevier
Citation: Automatica, 44(5): 1268-1277, May 2008
Abstract: In this paper, we deal with the robust H∞ filtering problem for a class of uncertain nonlinear time-delay stochastic systems. The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, time-varying delays, as well as sector-bounded nonlinearities. We aim at designing a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is guaranteed to be robustly asymptotically stable in the mean square, while achieving the prescribed H∞ disturbance rejection attenuation level. By using the Lyapunov stability theory and Itô’s differential rule, sufficient conditions are first established to ensure the existence of the desired filters, which are expressed in the form of a linear matrix inequality (LMI). Then, the explicit expression of the desired filter gains is also characterized. Finally, a numerical example is exploited to show the usefulness of the results derived.
Description: This is the post print version of the article. The official published version can be obtained from the link - Copyright 2008 Elsevier Ltd.
ISSN: 0005-1098
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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