Robust H∞ filtering of stochastic time-delay systems with state dependent noise

Asian Journal of Control

Volumn 10, Issue 3, 2008, Pages 384-391

  An, Xiuying ^a   Zhang, Weihai ^b   Li, Qinghua ^a  

^a QILU UNIVERSITY OF TECHNOLOGY   (China)

^b SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Discrete time delay systems; H filter; Linear matrix inequality.; State dependent noise; Stochastic systems

Indexed keywords

DELAY CONTROL SYSTEMS; LINEAR MATRIX INEQUALITIES; ROBUSTNESS (CONTROL SYSTEMS); TIME DELAY; TIMING CIRCUITS;

DISCRETE TIME; DISCRETE TIME-DELAY SYSTEM; FILTER DESIGNS; ROBUST H; STATE-DEPENDENT NOISE; STOCHASTIC TIME DELAY SYSTEM;

STOCHASTIC SYSTEMS;

EID: 56149109319     PISSN: 15618625     EISSN: None     Source Type: Journal    
DOI: 10.1002/asjc.32     Document Type: Article

References (16)

1. ∞ " SIAM J. Control Optim., Vol. 36, pp. 1504-1538 (1998).
2. ∞ control with state dependent noise, " IEEE Trans. Autom. Control, Vol. 49, pp. 45-57 (2004).
3. ∞ filtering of stationary continuous-time linear system with stochastic uncertainties," IEEE Trans. Autom. Control, Vol. 46, pp. 1788-1793 (2001).
4. ∞ filtering for nonlinear stochastic systems," IEEE Trans. Signal Process., Vol. 53, pp. 589-598 (2005).
5. ∞-type control for discrete-time stochastic systems," Int. J. Robust Nonlinear Control, Vol. 9, pp. 923-948 (1999).
6. ∞ control with (x,u,v)-dependent noise: Finite horizon case," Automatica, Vol. 42, pp. 1891-1898 (2006).
7. ∞ control for discrete-time systems with state and disturbance dependent noises," Automatica, Vol. 43, pp. 513-521 (2007).
8. ∞-type control of linear systems with time-varying parameter uncertainty," Linear Alg. Appl., Vol. 351-352, pp. 185-210 (2002).
9. ∞ estimation of stationary discrete-time linear processes with stochastic uncertainties," Syst. Control Lett., Vol. 45, pp. 257-269 (2002).
10. Subramanian, A. and A. H. Sayed, " Multiobjective-filter design for uncertain stochastic time-delay systems," IEEE Trans. Autom. Control, Vol. 49, pp. 149-154 (2004).
11. ∞ control: The discrete time case," Syst. Control Lett., Vol. 54, pp. 1-13 (2005).
12. Kushner, H. J., Stochastic Stability and Control, Academic, New York (1967).
13. Petersen, I. R. and A. V. Savkin, Robust Kalman Filtering for Signals and Systems with Large Uncertainties. Birkhauser, Boston (1999).
14. Phat, V. N. and A. V Savkin, " Robust state estimation for a class of uncertain time-delay systems," Syst. Control Lett., Vol. 47, pp. 237-245 (2002).
15. Qian, L. and Z. Gajic, " Variance minimization stochastic power control in CDMA systems," Proc. IEEE Int. Conf. Comm., New York, Vol. 3, pp. 1763-1767 (2002).
16. Wang, F. and V. Balakrishnan, " Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties," IEEE Trans. Signal Process., Vol. 50, pp. 803-813 (2002).