BOUKILI, Bensalem Sidi Mohamed Ben Abdellah University - Faculty of Sciences Dhar El Mehraz - LESSI, Department of Physics, Morocco , HMAMED, Abdelaziz Sidi Mohamed Ben Abdellah University - Faculty of Sciences Dhar El Mehraz - LESSI, Department of Physics, Morocco

A new design of robust 𝐻∞ filters for uncertain continuous-time stochastic systems

15275

This paper is concerned with the problem of robust 𝐻∞ filtering for linear continuoustime stochastic systems with polytopic parameter uncertainties. We utilize the polynomial parameter dependent approach to solve the robust 𝐻∞ filtering problem, and the proposed approach include results in the quadratic framework that entail fixed matrices for the entire uncertain domain and results in the linearly parameter-dependent framework that use linear convex combinations of matrices as special cases. New linear matrix inequality (LMI) conditions obtained for the existence of admissible for the existence of admissible filters are developed based on homogenous polynomial parameter-dependent matrices of arbitrary degree. Numerical examples are provided to illustrate the effectiveness and advantages of the filter design methods proposed in this paper.

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Stochastic systems , Robust 𝐻∞ filtering , linear matrix inequality , robust stochastic stabilization , uncertain systems

Mediterranean Telecommunications Journal

44