Filtering for stochastic uncertain systems with probabilistic distributed delay
This paper deals with the filtering problem for a class of discrete-time uncertain stochastic nonlinear systems with both the probabilisticly occurring distributed delay and external stochastic disturbances. The distributed delay is assumed to occur in a random way governed by a Bernoulli stochastic variable and be time-varying. The aim of the addressed filtering problem is to design a linear filter such that, for the admissible stochastic distributed time-varying delay, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is meansquare stable. By using the linear matrix inequality (LMI) method,several sufficient conditions are established that guarantee the mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs.
Jian-an Fang Yang Tang Xiang Ding
College of Information Science and Technology Donghua University PR China, 201620 Shanghai International Studies University Educational Technology Centre PR China, 201620
国际会议
长沙
英文
1396-1399
2010-03-13（万方平台首次上网日期，不代表论文的发表时间）