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Robust H ∞ filtering of stochastic time‐delay systems with state dependent noise
Author(s) -
An Xiuying,
Zhang Weihai,
Li Qinghua
Publication year - 2008
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.32
Subject(s) - state (computer science) , noise (video) , control theory (sociology) , linear matrix inequality , filter (signal processing) , discrete time and continuous time , computer science , matrix (chemical analysis) , mathematics , control (management) , mathematical optimization , algorithm , statistics , artificial intelligence , materials science , computer vision , image (mathematics) , composite material
This paper is concerned with the H ∞ filtering design for discrete‐time stochastic time‐delay systems with state dependent noise. A sufficient condition for the existence of H ∞ filter design is presented via linear matrix inequalities. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society