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- W1969555576 abstract "In this paper, we are concerned with the robust H∞ 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∞ 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." @default.
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- W1969555576 date "2008-05-01" @default.
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- W1969555576 title "Robust <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif overflow=scroll><mml:msub><mml:mi>H</mml:mi><mml:mo>∞</mml:mo></mml:msub></mml:math> filtering for discrete nonlinear stochastic systems with time-varying delay" @default.
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- W1969555576 doi "https://doi.org/10.1016/j.jmaa.2007.10.019" @default.
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