H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
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DOI：
10.1016/j.automatica.2007.09.016
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发表时间：
2008-05
期刊：
影响因子：
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通讯作者：
Zidong Wang;Yurong Liu;Xiaohui Liu
中科院分区：
文献类型：
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作者：
Zidong Wang;Yurong Liu;Xiaohui Liu
研究了一类不确定非线性时滞随机系统的鲁棒H∞滤波问题。所考虑的系统包含参数不确定性，伊藤型随机干扰，时变时滞，以及扇区有界非线性。我们的目标是设计一个全阶滤波器，使得对于所有允许的不确定性，非线性和时滞，滤波误差的动态保证是鲁棒渐近稳定的均方，同时达到规定的H∞干扰抑制衰减水平。利用李雅普诺夫稳定性理论和伊藤微分法则，首先建立了保证期望滤波器存在的充分条件，这些条件以线性矩阵不等式（LMI）的形式表示.然后，所需的滤波器增益的显式表达式的特点。最后，一个数值例子被利用来显示所得到的结果的有用性。
In this paper, we deal with the robust H∞filtering problem for a class of uncertain nonlinear time-delay stochastic systems. The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, time-varying delays, as well as sector-bounded nonlinearities. We aim at designing a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is guaranteed to be robustly asymptotically stable in the mean square, while achieving the prescribed H∞disturbance rejection attenuation level. By using the Lyapunov stability theory and Itô’s differential rule, sufficient conditions are first established to ensure the existence of the desired filters, which are expressed in the form of a linear matrix inequality (LMI). Then, the explicit expression of the desired filter gains is also characterized. Finally, a numerical example is exploited to show the usefulness of the results derived.