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

fYear

2012

fDate

15-17 Aug. 2012

Firstpage

601

Lastpage

605

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Automation and Logistics (ICAL), 2012 IEEE International Conference on

Conference_Location

Zhengzhou

ISSN

2161-8151

Print_ISBN

978-1-4673-0362-0

Electronic_ISBN

2161-8151

Type

conf

DOI

10.1109/ICAL.2012.6308149

Filename

6308149