Title :
Robust H∞ Filtering Design with Stability Degree Constraint of Linear Stochastic Systems
Author :
Xuezhen Liu ; Weihai Zhang ; Qinghua Li
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao
Abstract :
In this paper, we study the problem of robust Hinfin filtering design with stability degree constraint for a class of linear continuous-time stochastic systems. Necessary and sufficient conditions for the existence of such robust filter are provided in terms of linear matrix inequalities. The theory developed is demonstrated by a practical example
Keywords :
Hinfin control; continuous time systems; filtering theory; linear matrix inequalities; linear systems; stability; stochastic systems; linear continuous-time stochastic systems; linear matrix inequalities; linear stochastic systems; necessary condition; robust Hinfin filtering design; robust filter; stability degree constraint; sufficient condition; Educational institutions; Filtering; Linear matrix inequalities; Nonlinear filters; Robust stability; Robustness; State feedback; Stochastic processes; Stochastic systems; Sufficient conditions; H; Linear matrix inequalities; Stability degree constraint;
Conference_Titel :
Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
Conference_Location :
Dalian
Print_ISBN :
1-4244-0332-4
DOI :
10.1109/WCICA.2006.1712698
