Robust H_ filter design for Itô stochastic pantograph systems

DOI10.1155/2013/747890MaRDI QIDQ474610zbMATH OpenOpenAlexWikidataFDO

Authors Yulin Huang, Zhi-Guo Yan

Publication date 24 November 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2013/747890

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

Review text

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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Cites work

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