Stochastic input-to-state stability and H filtering for a class of stochastic nonlinear systems.
Applied Mathematics and Computation(2014)
摘要
In this paper, an H"~ filtering problem is considered for a class of stochastic nonlinear systems with time-delay and exogenous disturbances. Sufficient conditions for stochastic input-to-state stability (SISS) of the stochastic nonlinear systems are developed via Lyapunov function method and linear matrix inequalities (LMIs) technique. The purpose of this work is to design a nonlinear filter to ensure both the SISS and a prescribed H"~ attenuation level for the corresponding filtering error system. By using the SISS results, a set of sufficient conditions for the existence of H"~ filter is given in the form of LMI. When the LMI is feasible, an explicit expression of a desired filter is presented. Finally, some numerical and practical examples are employed to demonstrate the effectiveness of the proposed approaches.
更多查看译文
关键词
Stochastic nonlinear systems,Stochastic input-to-state stability (SISS),H∞ filter,Linear matrix inequality (LMI)
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络