Filtering for a class of nonlinear discrete-time stochastic systems with state delays (Q869531): Difference between revisions

For a class of nonlinear discrete time stochastic systems with state delays, the filtering problem is investigated. The researchers developed an algebraic matrix inequality approach to deal with the filter analysis problem, then, they derived a sufficient condition for the existence of the desired filters. The filter design problem is tackled based on the generalized inverse theory. An empirical example is provided to demonstrate the importance of the proposed design method.