Robust \(H_\infty\) filter design for Itô stochastic pantograph systems (Q474610)
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scientific article; zbMATH DE number 6373038
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| English | Robust \(H_\infty\) filter design for Itô stochastic pantograph systems |
scientific article; zbMATH DE number 6373038 |
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Robust \(H_\infty\) filter design for Itô stochastic pantograph systems (English)
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24 November 2014
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Summary: The problem of robust \(H_\infty\) filter design is investigated for stochastic pantograph systems governed by linear Itô differential equation. First, a sufficient condition for asymptotic mean-square stability of stochastic pantograph systems is presented by means of Lyapunov approach. Then, based on matrix inequalities, the \(H_\infty\) filtering problem for this kind of systems is studied and a sufficient condition for the existence of the \(H_\infty\) filter is derived. Furthermore, the explicit expression of the desired filter parameters is characterized. Finally, an example is given to illustrate the results.
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