Finite-time \(H_\infty\) filtering for singular stochastic systems (Q411030): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
Changed an Item
Property / review text
 
Summary: This paper addresses the problem of finite-time \(H_\infty\) filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic \(H_\infty\) finite-time boundedness are presented. Then, the \(H_\infty\) filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribed \(H_\infty\) performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology.
Property / review text: Summary: This paper addresses the problem of finite-time \(H_\infty\) filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic \(H_\infty\) finite-time boundedness are presented. Then, the \(H_\infty\) filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribed \(H_\infty\) performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology. / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 93E11 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 93B36 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6021718 / rank
 
Normal rank

Revision as of 19:33, 29 June 2023

scientific article
Language Label Description Also known as
English
Finite-time \(H_\infty\) filtering for singular stochastic systems
scientific article

    Statements

    Finite-time \(H_\infty\) filtering for singular stochastic systems (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    4 April 2012
    0 references
    Summary: This paper addresses the problem of finite-time \(H_\infty\) filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic \(H_\infty\) finite-time boundedness are presented. Then, the \(H_\infty\) filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribed \(H_\infty\) performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology.
    0 references
    0 references