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Design of robust filters for a class of uncertain nonlinear neutral stochastic systems with time delays

Author

Listed:
  • Bo Song
  • Shengyuan Xu
  • Jianwei Xia
  • Yun Zou
  • Qingwei Chen

Abstract

This article investigates the problem of robust H∞ filtering for a class of nonlinear neutral stochastic time-delay systems with norm-bounded parameter uncertainties. The nonlinearities are assumed to satisfy the global Lipschitz conditions. By solving a set of certain linear matrix inequalities, an H∞ filter is designed, which ensures both the robust stochastic stability and a prescribed H∞ performance of the filtering error system for all admissible uncertainties. A numerical example is given to show the effectiveness of the design method proposed in this article.

Suggested Citation

  • Bo Song & Shengyuan Xu & Jianwei Xia & Yun Zou & Qingwei Chen, 2011. "Design of robust filters for a class of uncertain nonlinear neutral stochastic systems with time delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(4), pages 633-642.
    • Handle: RePEc:taf:tsysxx:v:42:y:2011:i:4:p:633-642
    DOI: 10.1080/00207720903072258
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    Cited by:

    1. Wenyong Duan & Baozhu Du & Jing You & Yun Zou, 2015. "Improved robust stability criteria for a class of Lur'e systems with interval time-varying delays and sector-bounded nonlinearity," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(5), pages 944-954, April.

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