DocumentCode
1778955
Title
H[infinity] Filtering for Neutral Stochastic Systems with Markovian Switching
Author
Bo Song ; Zheng-Guang Wu
Author_Institution
Sch. of Electr. Eng. & Autom., Jiangsu Normal Univ., Xuzhou, China
fYear
2014
fDate
18-20 Sept. 2014
Firstpage
554
Lastpage
558
Abstract
This paper investigates the H∞ filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H∞ filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H∞ performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.
Keywords
H∞ filters; Lyapunov methods; Markov processes; asymptotic stability; stochastic systems; H∞ filtering; Lyapunov stability theory; Markovian switching; filtering error system; mean-square asymptotic stability; neutral stochastic systems; Asymptotic stability; Delays; Filtering; Stability analysis; Stochastic processes; Stochastic systems; Switches; H8 filtering; Markovian jump systems; neutral stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Instrumentation and Measurement, Computer, Communication and Control (IMCCC), 2014 Fourth International Conference on
Conference_Location
Harbin
Print_ISBN
978-1-4799-6574-8
Type
conf
DOI
10.1109/IMCCC.2014.119
Filename
6995089
Link To Document