Robust mixed H2/H∞ filtering for uncertain stochastic systems with interval time-varying delays

摘要：

In this paper, we study the robust mixedH2/H≯ filtering problem for uncertain It.o-type linear stochastic systems with interval time-varying delays in state equation, measurement and output. Based on a linear stochastic bounded real lemma and Lyapunov-Krasovskii approach, improved delay-dependent sufficient conditions, which guarantee globally asymptotical stability in probability and achieve prescribed performances, are proposed in terms of linear matrix inequalities (LMIs). The H≯ filter can be obtained by solving a LMI. When the worst-case disturbance is considered in the design procedure, the H2 and mixed H2/H≯ filtering problems are formulated as convex optimization problems with LMIs constraints and solved by minimizing the total estimation error energy. A simulation example is provided to illustrate the effectiveness of the proposed method and to confirm the desired robust filtering performance.

关键词： Mixed H2/H∞ filtering Interval delay Lyapunov-Krasovskii functional Linear matrix inequalities Worst case disturbance

作者: MAO Weihua DENG Feiqi WAN Anhua

作者单位: College of Automation Science and Engineering, South China University of Technology, Guangzhou 51064 College of Automation Science and Engineering, South China University of Technology, Guangzhou 51064 School of Mathematics & Computational Science, Sun Yat-Sen University, Guangzhou 510275, P. R. China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1676-1683

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）