Robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements (Q1868061)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements |
scientific article |
Statements
Robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements (English)
0 references
27 April 2003
0 references
This paper is concerned with the problem of robust \(H_{\infty}\) filtering for uncertain impulsive stochastic systems under sampled measurements. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is to design a stochastically stable filter, using the locally sampled measurements, which ensures both the robust stochastic stability and a prescribed level of \(H_{\infty}\) performance for the filtering error dynamics for all admissible uncertainties. A sufficient condition for the existence of such a filter is proposed in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. An example is provided to demonstrate the effectiveness of the proposed approach.
0 references
\(H_{\infty}\) filtering
0 references
impulsive systems
0 references
linear matrix inequality
0 references
robust filtering
0 references
sampled measurements
0 references
stable filter
0 references
robust stochastic stability
0 references
0 references
0 references
0 references
0 references