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H∞ filtering on nonlinear stochastic systems with delay

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  • Wei, Guoliang
  • Shu, Huisheng

Abstract

This paper is concerned with the problem of H∞ filtering for a class of nonlinear Itô stochastic systems with delay. The objective is to design such a full-order filter that the L2 gain from the exogenous input to an estimation error is minimized or guaranteed to be less or equal to a prescribed value. Sufficient conditions are obtained for the existence of desired H∞ filters, which are given in terms of the solutions to quadratic matrix inequalities involving scalar parameters. A numerical example is provided to demonstrate the effectiveness of the proposed approach.

Suggested Citation

  • Wei, Guoliang & Shu, Huisheng, 2007. "H∞ filtering on nonlinear stochastic systems with delay," Chaos, Solitons & Fractals, Elsevier, vol. 33(2), pages 663-670.
    • Handle: RePEc:eee:chsofr:v:33:y:2007:i:2:p:663-670
    DOI: 10.1016/j.chaos.2006.01.070
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    References listed on IDEAS

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    1. Li, Wei & Xu, Wei & Zhao, Junfeng & Jin, Yanfei, 2006. "First-passage problem for strong nonlinear stochastic dynamical systems," Chaos, Solitons & Fractals, Elsevier, vol. 28(2), pages 414-421.
    2. Dong, Yuewu & Sun, Jitao, 2005. "Robust stochastic stability and H∞ performance for a class of uncertain impulsive stochastic systems," Chaos, Solitons & Fractals, Elsevier, vol. 26(5), pages 1491-1498.
    3. Li, Chuandong & Liao, Xiaofeng & Zhang, Rong & Prasad, Ashutosh, 2005. "Global robust exponential stability analysis for interval neural networks with time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 25(3), pages 751-757.
    4. Kang, Yan-Mei & Xie, Yong & Xu, Jian-Xue, 2006. "Observing nonlinear stochastic resonance with piecewise constant driving forces by the method of moments," Chaos, Solitons & Fractals, Elsevier, vol. 27(3), pages 715-721.
    5. Shu, Huisheng & Wei, Guoliang, 2005. "H∞ analysis of nonlinear stochastic time-delay systems," Chaos, Solitons & Fractals, Elsevier, vol. 26(2), pages 637-647.
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    Cited by:

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    2. Zhang, Meng & Zhu, Quanxin, 2022. "Finite-time input-to-state stability of switched stochastic time-varying nonlinear systems with time delays," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    3. Xiao Hong Han & Xiao Ming Chang, 2011. "Genetic Algorithm Assisted Wavelet Noise Reduction Scheme for Chaotic Signals," Journal of Optimization Theory and Applications, Springer, vol. 151(3), pages 646-653, December.

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