Robust H∞ Filtering for a Class uncertain Stochastic Systems with Impulsive Effects
In this paper, we consider robust H∞ filtering for uncertain stochastic systems with impulsive effects. The parameter uncertainties are assumed to be time-varying norm-bounded and the impulsive effects happen at defined time instants. We get the robust stochastic stability and a prescribed level of H∞ performance for the filtering error dynamics for all admissible uncertainties to design a stochastically stable filter. A sufficient condition for the existence of such a filter is proposed in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, we can give an explicit expression of a desired filter.
Huijun Wu Jitao Sun
Department of Applied Mathematics Tongji University Shanghai, 200092, China
国际会议
青岛
英文
2006-07-21（万方平台首次上网日期，不代表论文的发表时间）