H∞ filtering for stochastic time-delay systems

Author

Li, Yumei ; Guan, Xinping ; Peng, Dan ; Zhang, Jianhua

Author_Institution

Inst. of Electr. Eng., Yanshan Univ., Qinhuangdao

fYear

2008

fDate

25-27 June 2008

Firstpage

2917

Lastpage

2922

Abstract

This paper presents the robust H_infin filter design for stochastic systems with time-varying delay. The aim is to design a stable linear filter assuring exponential stability in mean-square and a prescribed H_infin performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delay-dependent sufficient conditions are proposed in terms of linear matrix inequalities (LMIs). Numerical example demonstrates the proposed approaches are effective and are an improvement over existing ones.

Keywords

H^infin control; asymptotic stability; delays; filtering theory; linear matrix inequalities; mean square error methods; robust control; stochastic systems; LMI; descriptor model transformation; exponential stability; free weighting matrix; linear matrix inequality; mean-square method; robust H_infin filter design; stable linear filter design; stochastic system; time-varying delay; Delay systems; Filtering; Linear matrix inequalities; Nonlinear filters; Robust stability; Robustness; Stochastic processes; Stochastic systems; Sufficient conditions; Time varying systems; exponential stability in mean-square; linear matrix inequalities(LMIs); linear stochastic system; robust H∞ filter; time-varying delay;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation, 2008. WCICA 2008. 7th World Congress on

Conference_Location

Chongqing

Print_ISBN

978-1-4244-2113-8

Electronic_ISBN

978-1-4244-2114-5

Type

conf

DOI

10.1109/WCICA.2008.4593389

Filename

4593389