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Robust L 2 − L ∞ Filtering for Stochastic Systems with Discrete and Distributed Time‐Varying Delays
Author(s) -
Li Lin,
Jia Yingmin
Publication year - 2012
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.456
Subject(s) - filter (signal processing) , control theory (sociology) , filtering problem , filter design , discrete time and continuous time , mathematics , expression (computer science) , stability theory , class (philosophy) , computer science , matrix (chemical analysis) , control (management) , statistics , nonlinear system , artificial intelligence , materials science , quantum mechanics , composite material , computer vision , programming language , physics
This paper is devoted to the problem of robust L 2 – L ∞ filtering for a class of stochastic systems with both discrete and distributed time‐varying delays. The objective is to design a full‐order filter such that the resulting filtering error system is stochastically asymptotically stable with a prescribed L 2 – L ∞ performance satisfied. Delay‐dependent sufficient condition for the existence of the filter is obtained in terms of linear matrix inequalities (LMIs). And the filter design method is proposed, while the explicit expression for the desired filter is also given. Numerical examples are included to illustrate the benefit and the effectiveness of the proposed method.Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society