H∞ filtering for a class of singular stochastic time-delay systems

This paper is concerned with the H ∞ filtering problem for a class of singular stochastic time-delay systems. The purpose is the design of a delay-independent filter such that the resulting error system is regular, impulse-free and mean-square stable. Sufficient conditions for solvability of this pr...

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Bibliographic Details
Published in2017 36th Chinese Control Conference (CCC) pp. 1692 - 1695
Main Authors Feng Zhao, Guochen Pang
Format Conference Proceeding
LanguageEnglish
Published Technical Committee on Control Theory, CAA 01.07.2017
Subjects
Attenuation
Differential equations
Filtering
H ∞ filtering
Indium tin oxide
Linear matrix inequalities
singular stochastic systems
State estimation
Stochastic systems
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Summary:This paper is concerned with the H ∞ filtering problem for a class of singular stochastic time-delay systems. The purpose is the design of a delay-independent filter such that the resulting error system is regular, impulse-free and mean-square stable. Sufficient conditions for solvability of this problem are formulated in terms of a set of linear matrix inequalities (LMIs), and stability theory of stochastic differential equations. Based on these conditions, the delay-independent filter can be constructed. Finally, a simulation example is given to illustrate the effectiveness of the theoretical results.
ISSN:2161-2927
DOI:10.23919/ChiCC.2017.8027595