unbiased H∞ filtering; stochastic systems; exponential stability in mean square; linear matrix inequalities(LMIs); time-varying delay
Résumé :
[en] This paper presents the unbiased H∞ filter design for a class of stochastic systems with time-varying delay. The aim is to design an unbiased 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, delay-dependent sufficient conditions for stochastic systems with time-varying delay are proposed respectively in terms of linear matrix inequalities(LMIs). Numerical examples demonstrate the proposed approaches are effective and are an improvement over existing methods.
Disciplines :
Ingénierie électrique & électronique
Identifiants :
UNILU:UL-CONFERENCE-2013-058
Auteur, co-auteur :
LI, Yumei ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)
Guan, Xinping
Luo, Xiaoyuan
Langue du document :
Anglais
Titre :
Unbiased H∞ filtering for a class of stochastic systems with time-varying delay
Date de publication/diffusion :
2009
Nom de la manifestation :
Proceedings of the 21st annual international conference on Chinese control and decision conference
Lieu de la manifestation :
Guilin, Chine
Date de la manifestation :
17-19,June, 2009
Manifestation à portée :
International
Titre de l'ouvrage principal :
The 21st annual international conference on Chinese control and decision conference
ISBN/EAN :
978-1-4244-2722-2
Pagination :
2715-2720
Peer reviewed :
Peer reviewed
Commentaire :
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
C.S. Tsengand B.S. Chen, H∞ fuzzy estimation for a class of nonlinear discrete-time dynamic systems, IEEE Trans. on. Signal Processing, Vol. 49, No. 11, 2605-2619, 2001.
M. J. Grimble and A. EI-Sayed, Solution of the H∞ optimal linear filtering problem for discrete-time systems, IEEE Trans. Acoust., Speech, Signal Processing, Vol. 38, No. 8, 1092-1104, 1990.
C.E. de Souza, R.M. Palhares., P.L.D. Peres, Robust H ∞ filter design for uncertain linear systems with multiple time-varying state delays, IEEE Trans. on Signal Processing, Vol. 49, No. 3, 569-576, 2001.
E. Fridman, U. Shaked, and L. Xie, Robust H∞ Filtering of linear Systems With Time-Varying Delay, IEEE Transactions on Automatic Control, Vol. 48, No. 1, 159-165, 2003.
C.F. Yung, Y.F. Li, and H.T. Sheu, H∞ filtering and solution bound for nonlinear systems, International Journal of Control, Vol. 74, 565-570, 2001.
N. Berman and U. Shaked, H∞ nonlinear filtering, International Journal of Robust Nonlinear Control, Vol. 6, 281-296, 1996.
M. Basin, E. Sanchez, R. Martinez-Zuniga, Optimal linear filtering for systems with multiple state and observation delays, International Journal of Innovative Computing, Information and Control, Vol. 3, 1309-1320, 2007.
M. Basin, J. Perez, R. Martinez-Zuniga, Optimal filtering for nonlinear polynomial systems over linear observations with delay, International Journal of Innovative Computing, Information and Control, Vol. 4, 313-320, 2008.
K. Nagpal, R. Helmick, C. Sims, Reduced-order estimation: Part 1. Filtering, International Journal of Control, Vol. 45, 1867-1888, 1987
J.T. Watson Jr., K.M. Grigoriadis, Optimal unbiased filtering via linear matrix Inequalities, System & Control Letters, Vol. 35, 111-118, 1998.
S. Bittanti, F.A. Cuzzola, An LMI approach to periodic discrete-time unbiased filtering, System & Control Letters,
E. Gershon, D. J. N. Limebeer, U. Shaked, and I. Yaesh, Robust H∞ Filtering of Stationary Continuous-Time Linear Systems With Stochastic Uncertainties, IEEE Transactions on Automatic Control, Vol. 46, No. 11, 1788-1793, 2001.
W. Zhang, B. S. Chen, and C. S. Tseng, Robust H∞ filtering for nonlinear stochastic systems, IEEE Trans. on Signal Processing, Vol. 53, 589-598, 2005.
Y. Li, X. Guan, H∞ filtering for a class of nonlinear stochastic systems with time-delay and parameter uncertainty, Systems Engineering and Electronics (Chinese), Vol. 30, No. 9, 1730-1734, 2008.
E. Fridman, U. Shaked, A descriptor system approach to H ∞ control of time-delay systems, IEEE Trans. on Automatic Control, Vol. 47, 253-279, 2002.
H. Gao, J. Lam, C. Wang, Robust energy-to-peak filter design for stochastic time-delay systems, System & Control Letters Vol. 55, 101-111, 2006.
Y. He, M. Wu, J. She, G. Liu, Parameter-dependent Lyapunov functional for stability of time-delay systems with polytopic-type uncertainties, IEEE Trans. Automatic Control, Vol. 49, No. 5, 828-832, 2004.
Y. Li, X. Guan, D. Peng and J. Zhang, H∞ filtering for stochastic time-delay systems, Proceedings of the 7th World Congress on Intelligent Control and Automation, 2917-2922, 2008.
Y. Wang, L. Xie, C.E. De Souza, Robust control of a class of uncertain nonlinear system, System & Control Letters, Vol. 19, 139-149, 1992.
Y. Li, X. Guan and D. Peng, Exponential stability criteria for uncertain stochastic systems, Proceedings of 27th Chinese Control Conference, Vol. 3, 21-25, 2008.
L. Xie, Output feedback H∞ control of systems with parameter uncertainty, International Journal of Control, Vol. 63, 741-750, 1996.
