Reduced-order H∞ filter design for nonlinear systems with state dependent noise by using output feedback transformation approach

The reduced-order H_∞ filtering problem for nonlinear stochastic systems is studied in this paper. The considered system is subject to state dependent stochastic Gaussian white noise disturbance. By using a different design philosophy and the parallel distributed compensation technique, the fuzzy reduced-order H_∞ filter design procedure is transformed into the fuzzy static output feedback controller design issue. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.