The 7th World Congress on Intelligent Control and Automation
2917-2922
Yes
International
9781424421138
Proceedings of the 7th World Congress on Intelligent Control and Automation
25 - 27,June
Chongqing
China
[en] exponential stability in mean-square ; robust H∞ filter ; time-varying delay ; linear stochastic system ; linear matrix inequalities(LMIs).
[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.