Title :
Delay-dependent l2-L α filter design for stochastic time-delay systems
Author :
Yang, Roger ; Gao, Huijun ; Shi, Peng
Author_Institution :
Space Control & Inertial Technol. Res. Center, Harbin Inst. of Technol., Harbin, China
Abstract :
This study considers the problem of delay-dependent L2-L∞ filter design for a class of stochastic time-delay systems. Attention is focused on the design of an L2-L∞ filter to guarantee a prescribed energy-to-peak performance for the filtering error system. Both full-order and reduced-order filter design approaches are obtained in terms of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness and improvement of the proposed filter design methods over some existing results.
Keywords :
control system synthesis; delays; linear matrix inequalities; reduced order systems; stochastic systems; delay-dependent L2-L∞ filter design; energy-to-peak performance; filtering error system; full-order filter design approach; linear matrix inequalities; reduced-order filter design approach; stochastic time-delay systems;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2009.0347