Unbiased H∞ filtering for a class of stochastic systems with time-varying delay

Li, Yumei; Guan, Xinping; Luo, Xiaoyuan

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Unbiased H∞ filtering for a class of stochastic systems with time-varying delay

Li, Yumei; Guan, Xinping; Luo, Xiaoyuan

2009 • In The 21st annual international conference on Chinese control and decision conference

Peer reviewed

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https://hdl.handle.net/10993/16728

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Keywords :

unbiased H∞ filtering; stochastic systems; exponential stability in mean square; linear matrix inequalities(LMIs); time-varying delay

Abstract :

[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 :

Electrical & electronics engineering

Identifiers :

UNILU:UL-CONFERENCE-2013-058

Author, co-author :

Li, Yumei ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)

Guan, Xinping

Luo, Xiaoyuan

Language :

English

Title :

Unbiased H∞ filtering for a class of stochastic systems with time-varying delay

Publication date :

2009

Event name :

Proceedings of the 21st annual international conference on Chinese control and decision conference

Event place :

Guilin, China

Event date :

17-19,June, 2009

Audience :

International

Main work title :

The 21st annual international conference on Chinese control and decision conference

ISBN/EAN :

978-1-4244-2722-2

Pages :

2715-2720

Peer reviewed :

Peer reviewed

Commentary :

CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference

Available on ORBilu :

since 14 May 2014

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