Title :
Stochastic H∞ filtering for pantograph systems with state-dependent noise
Author :
Huang, Yulin ; Yan, Zhiguo ; Zheng, Hongyun
Author_Institution :
Sch. of Sci., Shandong Polytech. Univ., Jinan, China
Abstract :
This paper investigates the infinite horizon H∞ filtering problem for stochastic pantograph systems governed by Ito stochastic linear differential equation. First, a sufficient condition for asymptotic mean-square stability of pantograph systems is presented by means of Lyapunov approach. Then, based on matrix inequalities, the H∞ filtering problem for this kind of systems is studied and a sufficient condition for the existence of the H∞ filter is derived. Finally, an example is given to illustrate the results.
Keywords :
H∞ filters; Lyapunov matrix equations; asymptotic stability; delay systems; linear differential equations; noise; pantographs; stochastic systems; Ito stochastic linear differential equation; Lyapunov approach; asymptotic mean-square stability; infinite horizon H∞ filtering problem; matrix inequalities; state-dependent noise; stochastic H∞ filtering; stochastic pantograph system; time-delay system; Asymptotic stability; Educational institutions; Equations; Linear matrix inequalities; Numerical stability; Stability criteria; Asymptotic mean-square stability; H∞ filtering; Linear matrix inequality; Stochastic pantograph systems;
Conference_Titel :
Automation and Logistics (ICAL), 2012 IEEE International Conference on
Conference_Location :
Zhengzhou
Print_ISBN :
978-1-4673-0362-0
Electronic_ISBN :
2161-8151
DOI :
10.1109/ICAL.2012.6308149
