H∞ filtering for stochastic systems with time-varying delay

被引：16

作者：

Zhou, Qi ^{[1
]}

Xu, Shengyuan ^{[1
]}

Chen, Bing ^{[2
]}

Chu, Yuming ^{[3
]}

机构：

[1] Nanjing Univ Sci & Technol, Sch Automat, Nanjing 210094, Jiangsu, Peoples R China

[2] Qingdao Univ, Inst Complex Sci, Qingdao 266071, Shandong, Peoples R China

[3] Huzhou Teachers Coll, Dept Math, Huzhou 313000, Zhejiang, Peoples R China

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2011年 / 42卷 / 01期

关键词：

H filtering; stochastic systems; time-varying delay; linear matrix inequality; STABILITY; DISCRETE;

D O I：

10.1080/00207720903513327

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This article considers the problem of H filter design for stochastic systems with time-varying delay. The time delay is assumed to be of interval type. Attention is focused on the design of delay-dependent filters that guarantee the asymptotic stability in mean square and a prescribed noise attenuation level in an H sense for the filtering error dynamics. The delay-dependent H filter design scheme is proposed in terms of a linear matrix inequality. A numerical example is used to illustrate the effectiveness of the proposed approach.

引用

页码：235 / 244

页数：10

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