Title :
H[infinity] Filtering for Neutral Stochastic Systems with Markovian Switching
Author :
Bo Song ; Zheng-Guang Wu
Author_Institution :
Sch. of Electr. Eng. & Autom., Jiangsu Normal Univ., Xuzhou, China
Abstract :
This paper investigates the H∞ filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H∞ filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H∞ performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.
Keywords :
H∞ filters; Lyapunov methods; Markov processes; asymptotic stability; stochastic systems; H∞ filtering; Lyapunov stability theory; Markovian switching; filtering error system; mean-square asymptotic stability; neutral stochastic systems; Asymptotic stability; Delays; Filtering; Stability analysis; Stochastic processes; Stochastic systems; Switches; H8 filtering; Markovian jump systems; neutral stochastic systems;
Conference_Titel :
Instrumentation and Measurement, Computer, Communication and Control (IMCCC), 2014 Fourth International Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4799-6574-8
DOI :
10.1109/IMCCC.2014.119
