H∞ filtering of the output probability density functions for the stochastic singular systems

摘要：

This article is concerned with the problem of H∞ filtering for output PDFs of the stochastic singular dynamics which is modeled by B-spline functions. For a given stochastic singular system, the purpose is to design static and dynamical filter such that resulting filtering error system is regular, impulse free and mean-square stable and guarantees H∞ performance. We also derive suf.cient linear matrix inequality(LMI) conditions for the existence of such a filter with free variables. Finally, we give a numerical example to show the effectiveness of the proposed method.

关键词： B-spline model filter design linear matriz inequality (LMI) probability density functions(PDFs)

作者: Renquan Lu Xiaozhen Dai Anke Xue

作者单位: Institute of Information and Control, Hangzhou Dianzi UniversityHangzhou 310018, China Institute of Institute of Information and Control, Hangzhou Dianzi UniversityHangzhou 310018, China

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 3860-3865

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）