H∞ filtering for stochastic time- delay systems

Reference : H∞ filtering for stochastic time- delay systems


	Document type :	Scientific congresses, symposiums and conference proceedings : Paper published in a book
	Discipline(s) :	Engineering, computing & technology : Electrical & electronics engineering
	To cite this reference:	http://hdl.handle.net/10993/16641

Title :	H∞ filtering for stochastic time- delay systems
Language :	English
Author, co-author :	Li, Yumei [University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT) > >]
	Guan, Xinping [> >]
	Peng, Dan [> >]
	Zhang, Jianhua [> >]
Publication date :	2008
Main document title :	The 7th World Congress on Intelligent Control and Automation
Pages :	2917-2922
Peer reviewed :	Yes
Audience :	International
ISBN :	9781424421138
Event name :	Proceedings of the 7th World Congress on Intelligent Control and Automation
Event date :	25 - 27,June
Event place (city) :	Chongqing
Event country :	China
Keywords :	[en] exponential stability in mean-square ; robust H∞ filter ; time-varying delay ; linear stochastic system ; linear matrix inequalities(LMIs).
Abstract :	[en] This paper presents the robust H∞ filter design for stochastic systems with time-varying delay. The aim is to design a stable linear filter assuring exponential stability in mean-square and a prescribed H∞ performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delaydependent sufficient conditions are respectively proposed in terms of linear matrix inequalities(LMIs). Numerical example demonstrates the proposed approaches are effective and are an improvement over existing ones.
Permalink :	http://hdl.handle.net/10993/16641
Commentary :	Proceedings of the 7th World Congress on Intelligent Control and Automation

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