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Article: Robust energy-to-peak filter design for stochastic time-delay systems

TitleRobust energy-to-peak filter design for stochastic time-delay systems
Authors
KeywordsEnergy-To-Peak Performance
Linear Matrix Inequality
Robust Filtering
State-Delayed Systems
Stochastic Systems
Issue Date2006
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconle
Citation
Systems And Control Letters, 2006, v. 55 n. 2, p. 101-111 How to Cite?
AbstractThis paper considers the robust energy-to-peak filtering problem for uncertain stochastic time-delay systems. The stochastic uncertainties appear in both the dynamic and the measurement equations and the state delay is assumed to be time-varying. Attention is focused on the design of full-order and reduced-order filters guaranteeing a prescribed energy-to-peak performance for the filtering error system. Sufficient conditions are formulated in terms of linear matrix inequalities (LMIs), and the corresponding filter design is cast into a convex optimization problem which can be efficiently handled by using standard numerical algorithms. In addition, the results obtained are further extended to more general cases where the system matrices also contain uncertain parameters. The most frequently used ways of dealing with parameter uncertainties, including polytopic and norm-bounded characterizations, have been taken into consideration, with convex optimization problems obtained for the design of desired robust energy-to-peak filters. © 2005 Elsevier B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/156800
ISSN
2015 Impact Factor: 1.908
2015 SCImago Journal Rankings: 2.323
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorGao, Hen_US
dc.contributor.authorLam, Jen_US
dc.contributor.authorWang, Cen_US
dc.date.accessioned2012-08-08T08:44:01Z-
dc.date.available2012-08-08T08:44:01Z-
dc.date.issued2006en_US
dc.identifier.citationSystems And Control Letters, 2006, v. 55 n. 2, p. 101-111en_US
dc.identifier.issn0167-6911en_US
dc.identifier.urihttp://hdl.handle.net/10722/156800-
dc.description.abstractThis paper considers the robust energy-to-peak filtering problem for uncertain stochastic time-delay systems. The stochastic uncertainties appear in both the dynamic and the measurement equations and the state delay is assumed to be time-varying. Attention is focused on the design of full-order and reduced-order filters guaranteeing a prescribed energy-to-peak performance for the filtering error system. Sufficient conditions are formulated in terms of linear matrix inequalities (LMIs), and the corresponding filter design is cast into a convex optimization problem which can be efficiently handled by using standard numerical algorithms. In addition, the results obtained are further extended to more general cases where the system matrices also contain uncertain parameters. The most frequently used ways of dealing with parameter uncertainties, including polytopic and norm-bounded characterizations, have been taken into consideration, with convex optimization problems obtained for the design of desired robust energy-to-peak filters. © 2005 Elsevier B.V. All rights reserved.en_US
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/sysconleen_US
dc.relation.ispartofSystems and Control Lettersen_US
dc.subjectEnergy-To-Peak Performanceen_US
dc.subjectLinear Matrix Inequalityen_US
dc.subjectRobust Filteringen_US
dc.subjectState-Delayed Systemsen_US
dc.subjectStochastic Systemsen_US
dc.titleRobust energy-to-peak filter design for stochastic time-delay systemsen_US
dc.typeArticleen_US
dc.identifier.emailLam, J:james.lam@hku.hken_US
dc.identifier.authorityLam, J=rp00133en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/j.sysconle.2005.05.005en_US
dc.identifier.scopuseid_2-s2.0-28544444126en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-28544444126&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume55en_US
dc.identifier.issue2en_US
dc.identifier.spage101en_US
dc.identifier.epage111en_US
dc.identifier.isiWOS:000234185500003-
dc.publisher.placeNetherlandsen_US
dc.identifier.scopusauthoridGao, H=7402971422en_US
dc.identifier.scopusauthoridLam, J=7201973414en_US
dc.identifier.scopusauthoridWang, C=8337851300en_US

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