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H∞ filtering for stochastic time- delay systems
Li, Yumei; Guan, Xinping; Peng, Dan et al.
2008In The 7th World Congress on Intelligent Control and Automation
Peer reviewed
 

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Keywords :
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.
Disciplines :
Electrical & electronics engineering
Identifiers :
UNILU:UL-CONFERENCE-2013-061
Author, co-author :
Li, Yumei ;  University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)
Guan, Xinping
Peng, Dan
Zhang, Jianhua
Language :
English
Title :
H∞ filtering for stochastic time- delay systems
Publication date :
2008
Event name :
Proceedings of the 7th World Congress on Intelligent Control and Automation
Event place :
Chongqing, China
Event date :
25 - 27,June
Audience :
International
Main work title :
The 7th World Congress on Intelligent Control and Automation
ISBN/EAN :
9781424421138
Pages :
2917-2922
Peer reviewed :
Peer reviewed
Commentary :
Proceedings of the 7th World Congress on Intelligent Control and Automation
Available on ORBilu :
since 12 May 2014

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