Robust H∞ filter design for neutral stochastic uncertain systems with time-varying delay
Robust H∞ filter design for neutral stochastic uncertain systems with time-varying delay
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DOI：
10.1016/j.jmaa.2008.11.062
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发表时间：
2009-05
影响因子：
1.3
通讯作者：
Guici Chen;Yi Shen
中科院分区：
文献类型：
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作者：
Guici Chen;Yi Shen
本文讨论了一类中性随机系统的鲁棒H∞滤波问题。所考虑的系统包含参数不确定性、Itô型随机扰动、时变延迟。假设参数不确定性是时变范数有界的。利用随机Lyapunov稳定性理论和Itô微分法则，针对所有允许的不确定性和时变延迟设计了全阶滤波器，并以线性矩阵不等式（LMI）的形式表示。滤波误差系统的动态特性保证是鲁棒随机均方渐近稳定的，同时达到规定的随机鲁棒 H∞ 性能水平。在本文的最后，给出了一个数值例子来证明该方法的有效性。
In this paper, the robust H∞filtering problem for a class of neutral stochastic systems is discussed. The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, time-varying delay. The parameter uncertainties are assumed to be time-varying norm-bounded. Using the stochastic Lyapunov stability theory and Itô'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∞performance level. At the end of this paper, a numerical example is given to demonstrate the usefulness of the proposed method.