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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2012/231352 |
| Summary: | 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 estimate formula, an exponential (asymptotic) mean square H∞
filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given
to show the effectiveness of our results. |
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| ISSN: | 1024-123X 1563-5147 |