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• W3044539706 abstract "This work investigates L2-L∞ filtering problem for a class of stochastic systems with time-delay and randomly occurring phenomena. The purpose of the addressed problem is to design a full order filter to ensure the filtering error system is asymptotically mean-square stable with prescribed L2-L∞ performance. A novel stochastic time-delay system model is established, in which randomly occurring nonlinearities and sensor saturation phenomena are considered. Then, a novel functional containing negative definite terms is constructed to relax the constraints on the functional, and a new free-matrix-based stochastic integral inequality is also given. Meanwhile, a novel L2-L∞ performance analysis method making full use of delay information is proposed. As a result, less conservative conditions for the existence of filters are obtained, under which the L2-L∞ performance level can be achieved for the filtering error system. Numerical examples are employed to show the benefits of the proposed approach." @default.
• W3044539706 created "2020-07-29" @default.
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• W3044539706 date "2020-07-20" @default.
• W3044539706 modified "2023-10-18" @default.
• W3044539706 title "<i>L₂-L_∞</i> filtering for stochastic delayed systems with randomly occurring nonlinearities and sensor saturation" @default.
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• W3044539706 doi "https://doi.org/10.1080/00207721.2020.1794080" @default.
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