A delay-dependent approach to H ∞ filtering for stochastic delayed jumping systems with sensor non-linearities
A delay-dependent approach to H ∞ filtering for stochastic delayed jumping systems with sensor non-linearities
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DOI：
10.1080/00207170701203608
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发表时间：
2007-06
影响因子：
2.1
通讯作者：
G. Wei;Zidong Wang;H. Shu;Jian-an Fang
中科院分区：
文献类型：
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作者：
G. Wei;Zidong Wang;H. Shu;Jian-an Fang
针对一类同时具有传感器非线性和外生非线性干扰的Itô型随机时滞跳变系统，提出了一种时延相关的随机H∞滤波方法。时间延迟进入系统状态，传感器非线性和外部非线性干扰。所解决的滤波问题的目的是寻求一个H∞滤波器，使得在同时存在非线性干扰、传感器非线性和马尔可夫跳变参数的情况下，随机时滞系统的滤波误差动态是随机稳定的，并保证扰动抑制衰减水平为γ。利用Itô的微分公式和李雅普诺夫稳定性理论，提出了线性矩阵不等式的方法来推导期望滤波器存在的充分条件。这些条件取决于时间延迟的长度。然后对滤波器参数的表达式进行了表征，并用仿真实例验证了所提结果的有效性。
In this paper, a delay-dependent approach is developed to deal with the stochastic H ∞ filtering problem for a class of Itô type stochastic time-delay jumping systems subject to both the sensor non-linearities and the exogenous non-linear disturbances. The time delays enter into the system states, the sensor non-linearities and the external non-linear disturbances. The purpose of the addressed filtering problem is to seek an H ∞ filter such that, in the simultaneous presence of non-linear disturbances, sensor non-linearity as well as Markovian jumping parameters, the filtering error dynamics for the stochastic time-delay system is stochastically stable with a guaranteed disturbance rejection attenuation level γ. By using Itô's differential formula and the Lyapunov stability theory, we develop a linear matrix inequality approach to derive sufficient conditions under which the desired filters exist. These conditions are dependent on the length of the time delay. We then characterize the expression of the filter parameters, and use a simulation example to demonstrate the effectiveness of the proposed results.