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

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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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
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spelling doaj-38ea5a9329b84bd089dc5d116fc807402020-11-24T23:20:11ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472012-01-01201210.1155/2012/231352231352Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed SystemsWeihai Zhang0Gang Feng1Qinghua Li2College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, ChinaDepartment of Mechanical and Biomedical Engineering, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong KongSchool of Electronic Information and Control Engineering, Shandong Polytechnic University, Jinan 250353, ChinaThis 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.http://dx.doi.org/10.1155/2012/231352
collection DOAJ
language English
format Article
sources DOAJ
author Weihai Zhang
Gang Feng
Qinghua Li
spellingShingle Weihai Zhang
Gang Feng
Qinghua Li
Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
Mathematical Problems in Engineering
author_facet Weihai Zhang
Gang Feng
Qinghua Li
author_sort Weihai Zhang
title Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
title_short Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
title_full Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
title_fullStr Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
title_full_unstemmed Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
title_sort robust h∞ filtering for general nonlinear stochastic state-delayed systems
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2012-01-01
description 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.
url http://dx.doi.org/10.1155/2012/231352
work_keys_str_mv AT weihaizhang robusthfilteringforgeneralnonlinearstochasticstatedelayedsystems
AT gangfeng robusthfilteringforgeneralnonlinearstochasticstatedelayedsystems
AT qinghuali robusthfilteringforgeneralnonlinearstochasticstatedelayedsystems
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