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filtering for stochastic systems with time-varying delay

Author

Listed:
  • Qi Zhou
  • Shengyuan Xu
  • Bing Chen
  • Yuming Chu

Abstract

This article considers the problem of H∞ filter design for stochastic systems with time-varying delay. The time delay is assumed to be of interval type. Attention is focused on the design of delay-dependent filters that guarantee the asymptotic stability in mean square and a prescribed noise attenuation level in an H∞ sense for the filtering error dynamics. The delay-dependent H∞ filter design scheme is proposed in terms of a linear matrix inequality. A numerical example is used to illustrate the effectiveness of the proposed approach.

Suggested Citation

  • Qi Zhou & Shengyuan Xu & Bing Chen & Yuming Chu, 2011. "filtering for stochastic systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(1), pages 235-244.
    • Handle: RePEc:taf:tsysxx:v:42:y:2011:i:1:p:235-244
    DOI: 10.1080/00207720903513327
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    Cited by:

    1. Xiaofeng Li & Weiqun Wang & Lizhen Li, 2015. "control for 2-D T-S fuzzy FMII model with stochastic perturbation," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(4), pages 609-624, March.

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