参数不确定的非线性随机时滞系统的H∞滤波

This paper investigates a robust H∞ filtering problem for a class of nonlinear stochastic system with time-delay and parameter uncertainty. Assume the parameter uncertainty is norm-bounded and the system dynamic is modeled by Ito-type stochastic differential equations. The aim of this work is to design a linear, delayless, uncertainties independent state estimator such that for all admissible uncertainties as well as exogenous disturbances, the dynamics of the estimation error is stochastically exponential stable in mean square and independent of the time-delay. For system with single delay and multiple delay case, sufficient conditions are proposed respectively to guarantee the existence of desired robust H∞ filters via linear matrix inequalities(LMI). Numerical example is presented to demonstrate the effectiveness of the proposed approachs.