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Title: | A delay-dependent approach to H∞ filtering for stochastic delayed jumping systems with sensor non-linearities |
Authors: | Wei, G Wang, Z Shu, H Fang, J |
Keywords: | H∞ filter;Markovian switching;Sensor nonlinearity;Delay-dependent technique;Linear matrix inequality;Nonlinear disturbance |
Issue Date: | 2007 |
Publisher: | Taylor & Francis |
Citation: | International Journal of Control, 80(6): 885 - 897, Jun 2007 |
Abstract: | In this paper, a delay-dependent approach is developed to deal with the stochastic H∞ filtering problem for a class of It type stochastic time-delay jumping systems subject to both the sensor non-linearities and the exogenous non-linear disturbances. The time delays enter into the system states, the sensor non-linearities and the external non-linear disturbances. The purpose of the addressed filtering problem is to seek an H∞ filter such that, in the simultaneous presence of non-linear disturbances, sensor non-linearity as well as Markovian jumping parameters, the filtering error dynamics for the stochastic time-delay system is stochastically stable with a guaranteed disturbance rejection attenuation level γ. By using It's differential formula and the Lyapunov stability theory, we develop a linear matrix inequality approach to derive sufficient conditions under which the desired filters exist. These conditions are dependent on the length of the time delay. We then characterize the expression of the filter parameters, and use a simulation example to demonstrate the effectiveness of the proposed results. |
Description: | This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Taylor & Francis Ltd. |
URI: | http://bura.brunel.ac.uk/handle/2438/4940 |
DOI: | http://dx.doi.org/10.1080/00207170701203608 |
ISSN: | 0020-7179 |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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