Unbiased H∞ filtering for a class of stochastic systems with time-varying delay

摘要：

This paper presents the unbiased H∞ filter design for a class of stochastic systems with time-varying delay. The aim is to design an unbiased filter assuring exponential stability in mean square and a prescribed H∞ performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delay-dependent sufficient conditions for stochastic systems with time-varying delay are proposed respectively in terms of linear matrix inequalities(LMIs). Numerical examples demonstrate the proposed approaches are effective and are an improvement over existing methods.

关键词： unbiased H∞ filtering stochastic systems ezponential stability in mean square linear matriz inequalities(LMIs) time-varying delay

作者: Yumei Li Xinping Guan Xiaoyuan Luo

作者单位: Institute of Mathematics and System Science, Xinjiang University, Urumuqi, 830046,China Institute of Electrical Engineering Yanshan University, Qinhuangdao, 066004, 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: 2667-2672

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）