Robust H∞ Filter Design for Itô Stochastic Pantograph Systems

The problem of robust H∞ filter design is investigated for stochastic pantograph systems governed by linear Itô differential equation. First, a sufficient condition for asymptotic mean-square stability of stochastic pantograph systems is presented by means of Lyapunov approach. Then, based on matrix...

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Bibliographic Details
Main Authors: Zhiguo Yan, Yulin Huang
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2013/747890