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Article: Robust H∞ filtering for uncertain discrete stochastic systems with time delays

TitleRobust H∞ filtering for uncertain discrete stochastic systems with time delays
Authors
KeywordsDiscrete-Time Systems
H∞ Filtering
Lmi
Parameter Uncertainty
Stochastic Systems
Issue Date2005
PublisherBirkhaeuser Boston. The Journal's web site is located at http://link.springer.de/link/service/journals/00034/
Citation
Circuits, Systems, And Signal Processing, 2005, v. 24 n. 6, p. 753-770 How to Cite?
AbstractThis paper considers the problem of robust H∞ filtering for uncertain discrete-time stochastic systems with time-varying delays. The parameter uncertainties are assumed to be real time-varying norm-bounded in both the state and measurement equations. The problem to be addressed is the design of a stable filter that guarantees stochastic stability and a prescribed H∞ performance level of the filtering error system for all admissible uncertainties and time delays. A sufficient condition for the existence of such filters is obtained in terms of a linear matrix inequality (LMI). For the case when this LMI is feasible, an explicit expression for a desired filter is given. An illustrative example is also provided to demonstrate the effectiveness and applicability of the proposed method. © Birkhäuser Boston (2005).
Persistent Identifierhttp://hdl.handle.net/10722/156809
ISSN
2015 Impact Factor: 1.178
2015 SCImago Journal Rankings: 0.571
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorXu, Sen_US
dc.contributor.authorLam, Jen_US
dc.contributor.authorGao, Hen_US
dc.contributor.authorZou, Yen_US
dc.date.accessioned2012-08-08T08:44:03Z-
dc.date.available2012-08-08T08:44:03Z-
dc.date.issued2005en_US
dc.identifier.citationCircuits, Systems, And Signal Processing, 2005, v. 24 n. 6, p. 753-770en_US
dc.identifier.issn0278-081Xen_US
dc.identifier.urihttp://hdl.handle.net/10722/156809-
dc.description.abstractThis paper considers the problem of robust H∞ filtering for uncertain discrete-time stochastic systems with time-varying delays. The parameter uncertainties are assumed to be real time-varying norm-bounded in both the state and measurement equations. The problem to be addressed is the design of a stable filter that guarantees stochastic stability and a prescribed H∞ performance level of the filtering error system for all admissible uncertainties and time delays. A sufficient condition for the existence of such filters is obtained in terms of a linear matrix inequality (LMI). For the case when this LMI is feasible, an explicit expression for a desired filter is given. An illustrative example is also provided to demonstrate the effectiveness and applicability of the proposed method. © Birkhäuser Boston (2005).en_US
dc.languageengen_US
dc.publisherBirkhaeuser Boston. The Journal's web site is located at http://link.springer.de/link/service/journals/00034/en_US
dc.relation.ispartofCircuits, Systems, and Signal Processingen_US
dc.subjectDiscrete-Time Systemsen_US
dc.subjectH∞ Filteringen_US
dc.subjectLmien_US
dc.subjectParameter Uncertaintyen_US
dc.subjectStochastic Systemsen_US
dc.titleRobust H∞ filtering for uncertain discrete stochastic systems with time delaysen_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.doi10.1007/s00034-005-0921-1en_US
dc.identifier.scopuseid_2-s2.0-31144469461en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-31144469461&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume24en_US
dc.identifier.issue6en_US
dc.identifier.spage753en_US
dc.identifier.epage770en_US
dc.identifier.isiWOS:000234355000005-
dc.publisher.placeUnited Statesen_US
dc.identifier.scopusauthoridXu, S=7404438591en_US
dc.identifier.scopusauthoridLam, J=7201973414en_US
dc.identifier.scopusauthoridGao, H=7402971422en_US
dc.identifier.scopusauthoridZou, Y=7402166773en_US

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