Robust H∞ filtering of stochastic time‐delay systems with state dependent noise

Robust H∞ filtering of stochastic time‐delay systems with state dependent noise
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DOI:
10.1002/asjc.32
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发表时间:
2008-05
影响因子:
2.4
通讯作者:
Xiuying An;Weihai Zhang;Qinghua Li
Xiuying An;Weihai Zhang;Qinghua Li
中科院分区:
计算机科学4区
文献类型:
--
作者:
Xiuying An;Weihai Zhang;Qinghua Li

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研究了具有状态相关噪声的离散随机时滞系统的H-∞滤波设计问题。通过线性矩阵不等式给出了H-∞滤波器设计存在的一个充分条件。版权所有(C)2008 John Wiley and Sons Asia Pte Ltd和中国自动控制学会
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