Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems

This paper studies the robust H∞ filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Itô-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential est...

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Bibliographic Details
Main Authors: Weihai Zhang, Gang Feng, Qinghua Li
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2012/231352