Robust H∞ filter design for neutral stochastic uncertain systems with time-varying delay

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:353

Article

Chen, Guici^1,2  Shen, Yi¹ 

[1] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Peoples R China

[2] Wuhan Univ Sci & Technol, Res Ctr Syst Sci, Wuhan 430081, Peoples R China

关键词: Stochastic robust H-infinity filter;    Neutral stochastic systems;    Uncertain systems;    Time-varying delay;    Linear matrix inequality (LMI);   

DOI  :  10.1016/j.jmaa.2008.11.062

来源: Elsevier

【 摘 要 】

In this paper, the robust H-infinity filtering problem for a class of neutral stochastic systems is discussed. The system under consideration contains parameter uncertainties, Ito-type stochastic disturbances, time-varying delay. The parameter uncertainties are assumed to be time-varying norm-bounded. Using the stochastic Lyapunov stability theory and Ito's differential rule. a full-order filter is designed for all admissible uncertainties and time-varying delay, which is expressed in the form of linear matrix inequality (LMI). The dynamics of the filtering error systems are guaranteed to be robust stochastically mean square asymptotically stable, while achieving a prescribed stochastic robust H-infinity performance level. At the end of this paper, a numerical example is given to demonstrate the usefulness of the proposed method. (C) 2008 Elsevier Inc. All rights reserved.

【 授权许可】

Free