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

页码：2667 / +

页数：3

共 22 条

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