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Robust H-infinity filtering for discrete nonlinear stochastic systems with time-varying delay

journal contribution
posted on 06.12.2017, 00:00 by Yurong LiuYurong Liu, Z Wang, X Liu
In this paper, we are concerned with the robust H-infinity filtering problem for a class of nonlinear discrete time-delay stochastic systems. The system under study involves parameter uncertainties, stochastic disturbances, time-varying delays and sector-like nonlinearities. The problem addressed is the design of a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is constrained to be robustly asymptotically stable in the mean square, and a prescribed H-infinity disturbance rejection attenuation level is also guaranteed. By using the Lyapunov stability theory and some new techniques, sufficient conditions are first established to ensure the existence of the desired filtering parameters. These conditions are dependent on the lower and upper bounds of the time-varying delays. Then, the explicit expression of the desired filter gains is described in terms of the solution to a linear matrix inequality (LMI). Finally, a numerical example is exploited to show the usefulness of the results derived.

Funding

Category 1 - Australian Competitive Grants (this includes ARC, NHMRC)

History

Volume

341

Start Page

318

End Page

336

Number of Pages

19

ISSN

0022-247X

Location

San Diego, CA, USA

Publisher

Acamemic Press Inc., Elsevier Science

Language

en-aus

Peer Reviewed

Yes

Open Access

No

External Author Affiliations

Brunel University; Institute for Resource Industries and Sustainability (IRIS);

Era Eligible

Yes

Journal

Journal of mathematical analysis and applications.