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Robust H ∞ filtering for a class of uncertain stochastic hybrid neutral systems with time‐varying delay
Author(s) -
Lian Jie,
Feng Zhi,
Shi Peng
Publication year - 2013
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2316
Subject(s) - dwell time , control theory (sociology) , mathematics , filter (signal processing) , filtering problem , piecewise , linear matrix inequality , class (philosophy) , lyapunov function , matrix (chemical analysis) , filter design , robust control , mathematical optimization , computer science , control system , control (management) , nonlinear system , materials science , artificial intelligence , mathematical analysis , composite material , quantum mechanics , computer vision , medicine , clinical psychology , physics , engineering , electrical engineering
SUMMARY This paper is devoted to the problem of robust H ∞ filtering for a class of uncertain switched neutral systems subject to stochastic disturbance and time‐varying delay. Attention is focused on the design of a full‐order switched filter such that the filtering error system is robust mean‐square exponentially stable with a prescribed weighted H ∞ performance. On the basis of the average dwell time approach and the piecewise Lyapunov function technique, sufficient conditions for the solvability of this problem are obtained in terms of linear matrix inequalities. Then, by solving the corresponding linear matrix inequalities, the desired full‐order switched filter is derived for all admissible uncertainties, time‐varying delay, and stochastic disturbances. A numerical example is given to illustrate the effectiveness of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.