Robust H_∞ Filtering of Stochastic Time-Delay Systems with State Dependent Noise

Author

An, Xiuying ; Zhang, Weihai

Author_Institution

Sch. of Electron. Inf. & Control Eng., Shandong Inst. of Light Ind., Jinan

fYear

2006

fDate

5-8 Dec. 2006

Firstpage

1

Lastpage

5

Abstract

This paper is concerned with the H_∞ filter for discrete-time stochastic time-delay systems with state dependent noise. Although the H_∞ filter problem has been well studied, the time-delay system remains to further investigate. In this paper, a sufficient condition for the existence of H_∞ filter design is presented via linear matrix inequality (LMI)

Keywords

H^∞ control; control system synthesis; delay systems; discrete time systems; linear matrix inequalities; robust control; stochastic systems; discrete-time systems; filter design; linear matrix inequality; robust H_∞ filtering; state dependent noise; stochastic time-delay systems; Control systems; Filtering; Linear matrix inequalities; Nonlinear filters; Robust control; Robustness; State estimation; Stochastic resonance; Stochastic systems; Symmetric matrices; H_∞ filter; Stochastic discrete time-delay systems; linear matrix inequality; state dependent noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Control, Automation, Robotics and Vision, 2006. ICARCV '06. 9th International Conference on

Conference_Location

Singapore

Print_ISBN

1-4244-0341-3

Electronic_ISBN

1-4214-042-1

Type

conf

DOI

10.1109/ICARCV.2006.345258

Filename

4150298

Robust H∞ Filtering of Stochastic Time-Delay Systems with State Dependent Noise

An, Xiuying ; Zhang, Weihai

conf

Robust H_∞ Filtering of Stochastic Time-Delay Systems with State Dependent Noise