\(H_\infty\) filtering for discrete-time stochastic systems with nonlinear sensor and time-varying delay (Q1952462)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(H_\infty\) filtering for discrete-time stochastic systems with nonlinear sensor and time-varying delay |
scientific article |
Statements
\(H_\infty\) filtering for discrete-time stochastic systems with nonlinear sensor and time-varying delay (English)
0 references
31 May 2013
0 references
The \(H_\infty\) filtering problem for a class of discrete-time stochastic systems with nonlinear sensor and time-varying delay is developed. A new type of Lyapunov-Krasovskii functional is constructed in order to derive some sufficient conditions for the filter in terms of linear matrix inequalities (LMIs), which guarantees a prescribed \(H_\infty\) performance index for the filtering error system. Two numerical examples are provided to illustrate the effectiveness of the proposed filter design method.
0 references
filtering
0 references
discrete-time stochastic systems
0 references
nonlinear sensor
0 references
time-varying delay
0 references
Lyapunov-Krasovskii functional
0 references
asymptotical stability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
