Unbiased H∞ filtering for a class of stochastic systems with time-varying delay

被引：0
|
作者：
Li, Yumei [1 ]
Guan, Xinping [2 ]
Luo, Xiaoyuan [2 ]
机构：
[1] Xinjiang Univ, Inst Math & Syst Sci, Urumqi 830046, Peoples R China
[2] Yanshan Univ, Inst Elect Engn, Qinhuangdao 066004, Peoples R China
来源：
CCDC 2009: 21ST CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-6, PROCEEDINGS | 2009年
基金：
美国国家科学基金会;
关键词：
unbiased H-infinity filtering; stochastic systems; exponential stability in mean square; linear matrix inequalities(LMIs); time-varying delay; LINEAR-SYSTEMS; DESIGN; STATE;
D O I：
暂无
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 paper presents the unbiased H. filter design for a class of stochastic systems with time-varying delay. The aim is to design an unbiased filter assuring exponential stability in mean square and a prescribed H. performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delay-dependent sufficient conditions for stochastic systems with time-varying delay are proposed respectively in terms of linear matrix inequalities(LMIs). Numerical examples demonstrate the proposed approaches are effective and are an improvement over existing methods.
引用
收藏
页码：2667 / +
页数：3
相关论文
共 50 条
  • [1] H∞ filtering for stochastic systems with time-varying delay
    Zhou, Qi
    Xu, Shengyuan
    Chen, Bing
    Chu, Yuming
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2011, 42 (01) : 235 - 244
  • [2] Robust H∞ filtering for a class of uncertain stochastic hybrid neutral systems with time-varying delay
    Lian, Jie
    Feng, Zhi
    Shi, Peng
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2013, 27 (06) : 462 - 477
  • [3] Asynchronous H∞ filtering for switched stochastic systems with time-varying delay
    Lian, Jie
    Mu, Chunwei
    Shi, Peng
    INFORMATION SCIENCES, 2013, 224 : 200 - 212
  • [4] H∞ filtering for stochastic singular fuzzy systems with time-varying delay
    Zhao, Feng
    Zhang, Qingling
    Yan, Xinggang
    Cai, Min
    NONLINEAR DYNAMICS, 2015, 79 (01) : 215 - 228
  • [5] H∞ filtering for a class of nonlinear systems with interval time-varying delay
    Lee, Sangmoon
    Liu, Yajuan
    Transactions of the Korean Institute of Electrical Engineers, 2014, 63 (04): : 502 - 508
  • [6] Robust H∞ filtering for discrete nonlinear stochastic systems with time-varying delay
    Liu, Yurong
    Wang, Zidong
    Liu, Xiaohui
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2008, 341 (01) : 318 - 336
  • [7] H∞ filtering for systems with time-varying delay satisfying a certain stochastic characteristic
    Liu, J.
    Yue, D.
    Gu, Z.
    Tian, E.
    IET SIGNAL PROCESSING, 2011, 5 (08) : 757 - 766
  • [8] Robust H∞ filtering for a class of uncertain linear systems with time-varying delay
    Zhang, Xian-Ming
    Han, Qing-Long
    AUTOMATICA, 2008, 44 (01) : 157 - 166
  • [9] H∞ filtering for a class of singular Markovian jump systems with time-varying delay
    Long, Shaohua
    Zhong, Shouming
    Liu, Zijian
    SIGNAL PROCESSING, 2012, 92 (11) : 2759 - 2768
  • [10] H∞ filtering for singular systems with time-varying delay
    Wu, Zhengguang
    Su, Hongye
    Chu, Jian
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2010, 20 (11) : 1269 - 1284
12345