Title :
Robust H∞ Filtering of Stochastic Time-Delay Systems with State Dependent Noise
Author :
An, Xiuying ; Zhang, Weihai
Author_Institution :
Sch. of Electron. Inf. & Control Eng., Shandong Inst. of Light Ind., Jinan
Abstract :
This paper is concerned with the H∞ filter for discrete-time stochastic time-delay systems with state dependent noise. Although the H∞ filter problem has been well studied, the time-delay system remains to further investigate. In this paper, a sufficient condition for the existence of H∞ filter design is presented via linear matrix inequality (LMI)
Keywords :
H∞ control; control system synthesis; delay systems; discrete time systems; linear matrix inequalities; robust control; stochastic systems; discrete-time systems; filter design; linear matrix inequality; robust H∞ filtering; state dependent noise; stochastic time-delay systems; Control systems; Filtering; Linear matrix inequalities; Nonlinear filters; Robust control; Robustness; State estimation; Stochastic resonance; Stochastic systems; Symmetric matrices; H∞ filter; Stochastic discrete time-delay systems; linear matrix inequality; state dependent noise;
Conference_Titel :
Control, Automation, Robotics and Vision, 2006. ICARCV '06. 9th International Conference on
Conference_Location :
Singapore
Print_ISBN :
1-4244-0341-3
Electronic_ISBN :
1-4214-042-1
DOI :
10.1109/ICARCV.2006.345258
