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Robust H ∞ Filtering For Uncertain Stochastic Time‐Delay Systems
Author(s) -
Xu Shengyuan,
Chen Tongwen
Publication year - 2003
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 - 10.1111/j.1934-6093.2003.tb00128.x
Subject(s) - control theory (sociology) , bounded function , linear matrix inequality , filtering problem , norm (philosophy) , filter (signal processing) , mathematics , state (computer science) , mathematical optimization , stability (learning theory) , robust control , filter design , computer science , engineering , algorithm , control system , control (management) , mathematical analysis , electrical engineering , artificial intelligence , machine learning , political science , law , computer vision
This paper deals with the problem of robust H ∞ filtering for uncertain stochastic systems. The system under consideration is subject to time‐varying norm‐bounded parameter uncertainties and unknown time delays in both the state and measurement equations. The problem we address is the design of a stable filter that ensures the robust stochastic stability and a prescribed H ∞ performance level for the filtering error system irrespective of all admissible uncertainties and time delays. A suffient condition for the solvability of this problem is proposed and a linear matrix inequality approach is developed for the design of the robust H ∞ filters. An illustrative example is provided to demonstrate the effctiveness of the proposed approach.