Title :
Delay-dependent L2 — L∞ filter design for nonlinear stochastic uncertain time-delay systems
Author :
Qiu, Ji-qing ; Zhao, Yan-Chun ; Guo, Shao-cong ; Zhu, Xiao-dan ; Du, Xiao-ming ; Li, Qing
Author_Institution :
Sch. of Sci., Hebei Univ. of Sci. & Technol., Shijiazhuang, China
Abstract :
This paper addresses the problem of robust L2-L∞ Filtering for a class of nonlinear uncertain stochastic time delay systems. Attention is focused on the design of a stochastic L2-L∞ filter that ensuring both the asymptotic mean-square stability and a prescribed L2-L∞ performance level of the filtering error system. A full-order filter is designed based on the linear matrix inequality. Sufficient conditions that guarantee the existence of the desired filter are also obtained by using the Lyapunov stability theory. Finally, a numerical example is provided to demonstrate the effectiveness and usefulness of the proposed method.
Keywords :
Lyapunov methods; delays; filtering theory; nonlinear control systems; stability; stochastic systems; uncertain systems; Lyapunov stability theory; asymptotic mean-square stability; delay-dependent L2-L∞ filter design; filtering error system; full-order filter design; nonlinear stochastic uncertain time-delay systems; Equations; Mathematical model; L2 — L∞ filtering; stochastic integral inequality; stochastic time-delay systems; uncertain nonlinear systems;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2010 International Conference on
Conference_Location :
Qingdao
Print_ISBN :
978-1-4244-6526-2
DOI :
10.1109/ICMLC.2010.5580598