메뉴 건너뛰기




Volumn 20, Issue 7, 2010, Pages 802-817

Exponential ℋ∞ filter design for stochastic time-varying delay systems with Markovian jumping parameters

Author keywords

Filter; Linear matrix inequality; Markov chain; Stochastic systems; Time varying delay systems

Indexed keywords

DECAY RATE; DELAY-DEPENDENT; DESIGN APPROACHES; ESTIMATION ERRORS; EXPLICIT EXPRESSIONS; EXPONENTIALLY STABLE; FILTER DESIGNS; FILTERING ERROR; GENERAL CLASS; MARKOV CHAIN; MARKOVIAN JUMPING PARAMETERS; MARKOVIAN JUMPS; MATRIX; MEAN-SQUARE; MEASUREMENT EQUATIONS; NUMERICAL EXAMPLE; POSITIVE VALUE; STATE DELAY; STOCHASTIC UNCERTAINTIES; SUFFICIENT CONDITIONS; TIME VARYING; TIME VARYING DELAY SYSTEMS;

EID: 77950829819     PISSN: 10498923     EISSN: 10991239     Source Type: Journal    
DOI: 10.1002/rnc.1477     Document Type: Article
Times cited : (18)

References (32)
  • 2
    • 0742321617 scopus 로고    scopus 로고
    • Multiobjective filter design for uncertain stochastic time-delay systems
    • Subramanian A, Sayed AH. Multiobjective filter design for uncertain stochastic time-delay systems. IEEE Transactions on Automatic Control 2004; 49(1):149-154.
    • (2004) IEEE Transactions on Automatic Control , vol.49 , Issue.1 , pp. 149-154
    • Subramanian, A.1    Sayed, A.H.2
  • 4
    • 0031191562 scopus 로고    scopus 로고
    • Multiobjective output-feedback control via LMI optimization
    • PII S0018928697050691
    • Scherer C, Gahinet P, Chilali M. Multiobjective output-feedback control via LMI optimization. IEEE Transactions on Automatic Control 1997; 42(7):896-911. (Pubitemid 127826249)
    • (1997) IEEE Transactions on Automatic Control , vol.42 , Issue.7 , pp. 896-911
    • Scherer, C.1    Gahinet, P.2    Chilali, M.3
  • 5
    • 0002073506 scopus 로고    scopus 로고
    • Robust Kalman filtering for continuous time-lag systems
    • PII S0167691199000687
    • Mahmoud MS, Al-Muthairi NF, Bingulac S. Robust Kalman filtering for continuous time-lag systems. Systems Control Letters 1999; 38(5):309-319. (Pubitemid 129609025)
    • (1999) Systems and Control Letters , vol.38 , Issue.4-5 , pp. 309-319
    • Mahmoud, M.S.1    Al-Muthairi, N.F.2    Bingulac, S.3
  • 6
    • 0033311364 scopus 로고    scopus 로고
    • Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
    • DOI 10.1109/9.780431
    • Shi P, Boukas EK, Agarwal RK. Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters. IEEE Transactions on Automatic Control 1999; 44(8):1592-1597. (Pubitemid 30508570)
    • (1999) IEEE Transactions on Automatic Control , vol.44 , Issue.8 , pp. 1592-1597
    • Shi, P.1    Boukas, E.-K.2    Agarwal, R.K.3
  • 9
    • 0035266606 scopus 로고    scopus 로고
    • Robust ℋ∞ filter design for uncertain linear systems with multiple time-varying state delays
    • DOI 10.1109/78.905882, PII S1053587X0101412X
    • De Souza CE, Palhares RM, Peres PLD. Robust ℋ∞ filter design for uncertain linear systems with multiple time-varying state delays. IEEE Transactions on Signal Processing 2001; 49(3):569-576. (Pubitemid 32583159)
    • (2001) IEEE Transactions on Signal Processing , vol.49 , Issue.3 , pp. 569-576
    • De Souza, C.E.1    Palhares, R.M.2    Peres, P.L.D.3
  • 10
    • 0035503754 scopus 로고    scopus 로고
    • A new ℋ∞ filter design for linear time delay systems
    • DOI 10.1109/78.960431, PII S1053587X01092157
    • Fridman E, Shaked U. A new ℋ∞ filter design for linear time delay systems. IEEE Transactions on Signal Processing 2001; 49(11):2839-2843. (Pubitemid 33048452)
    • (2001) IEEE Transactions on Signal Processing , vol.49 , Issue.11 , pp. 2839-2843
    • Fridman, E.1    Shaked, U.2
  • 11
  • 12
    • 1542273522 scopus 로고    scopus 로고
    • ∞ filtering of linear neutral systems
    • Fridman E, Shaked U. An improved delay-dependent ℋ∞ filtering of linear neutral systems. IEEE Transactions on Signal Processing 2004; 52(3):668-673.
    • (2004) IEEE Transactions on Signal Processing , vol.52 , Issue.3 , pp. 668-673
    • Fridman, E.1    Shaked, U.2
  • 13
    • 0141638540 scopus 로고    scopus 로고
    • ∞ filtering for a class of uncertain nonlinear time-delay systems
    • Gao HJ, Wang CH. Delay-dependent robust ℋ∞ and L2-L∞ filtering for a class of uncertain nonlinear time-delay systems. IEEE Transactions on Automatic Control 2003; 48(9):1661-1666.
    • (2003) IEEE Transactions on Automatic Control , vol.48 , Issue.9 , pp. 1661-1666
    • Gao, H.J.1    Wang, C.H.2
  • 14
    • 38949132640 scopus 로고    scopus 로고
    • Delay-dependent ℋ∞ filtering for time-delayed LPV systems
    • DOI 10.1016/j.sysconle.2007.09.004, PII S0167691107001260
    • Velni JM, Grigoriadis M. Delay-dependent ℋ∞ filtering for time-delayed LPV systems. Systems Control Letters 2008; 57(4):290-299. (Pubitemid 351232064)
    • (2008) Systems and Control Letters , vol.57 , Issue.4 , pp. 290-299
    • Mohammadpour Velni, J.M.1    Grigoriadis, K.M.2
  • 15
    • 33846223780 scopus 로고    scopus 로고
    • Delay-dependent ℋ∞ filtering for uncertain time delay nonlinear systems: An LMI approach
    • DOI 10.1049/iet-cta:20060133
    • Nguang SK, Shi P. Delay-dependent ℋ∞ filtering for uncertain time delay nonlinear systems: an LMI approach. IET Control Theory Applications 2007; 1(1):133-140. (Pubitemid 46104216)
    • (2007) IET Control Theory and Applications , vol.1 , Issue.1 , pp. 133-140
    • Nguang, S.K.1    Shi, P.2
  • 16
    • 0037055122 scopus 로고    scopus 로고
    • Robust ℋ∞ filtering for a class of nonlinear systems with state delay and parameter uncertainty
    • DOI 10.1080/00207170210141815
    • Xu SY, Dooren PV. Robust ℋ∞ filtering for a class of nonlinear systems with state delay and parameter uncertainty. International Journal of Control 2002; 75(10):766-774. (Pubitemid 34845884)
    • (2002) International Journal of Control , vol.75 , Issue.10 , pp. 766-774
    • Xu, S.1    Van Dooren, P.2
  • 17
    • 37549025769 scopus 로고    scopus 로고
    • ∞ filtering for a class of uncertain linear systems with time-varying delay
    • Zhang XM, Han QL. Robust ℋ∞ filtering for a class of uncertain linear systems with time-varying delay. Automatica 2008; 44(1):157-166.
    • (2008) Automatica , vol.44 , Issue.1 , pp. 157-166
    • Zhang, X.M.1    Han, Q.L.2
  • 18
    • 0036532665 scopus 로고    scopus 로고
    • Robust ℋ∞ filtering for polytopic uncertain time-delay systems with Markov jumps
    • DOI 10.1016/S0045-7906(01)00058-1, PII S0045790601000581
    • Boukas EK, Liu ZK. Robust ℋ∞ filtering for polytopic uncertain time-delay systems with Markov jumps. Computation Electrical Engineering 2002; 28(3):171-193. (Pubitemid 34065014)
    • (2002) Computers and Electrical Engineering , vol.28 , Issue.3 , pp. 171-193
    • Boukas, E.K.1    Liu, Z.K.2
  • 20
    • 0038293070 scopus 로고    scopus 로고
    • ∞ filtering for uncertain Markovian jump systems with mode-dependent time delays
    • Xu SY, Chen TW, Lam J. Robust ℋ∞ filtering for uncertain Markovian jump systems with mode-dependent time delays. IEEE Transactions on Automatic Control 2003; 48(5):900-907.
    • (2003) IEEE Transactions on Automatic Control , vol.48 , Issue.5 , pp. 900-907
    • Xu, S.Y.1    Chen, T.W.2    Lam, J.3
  • 21
    • 34250373756 scopus 로고    scopus 로고
    • Delay-dependent filtering design for time-delay systems with Markovian jumping parameters
    • DOI 10.1002/acs.938
    • Hu LS, Shi P, Cao YY. Delay-dependent filtering design for time-delay systems with Markovian jumping parameters. International Journal of Adaptive Control and Signal Processing 2007; 21(5):434-448. (Pubitemid 46910756)
    • (2007) International Journal of Adaptive Control and Signal Processing , vol.21 , Issue.5 , pp. 434-448
    • Hu, L.-S.1    Shi, P.2    Cao, Y.-Y.3
  • 22
    • 34648820255 scopus 로고    scopus 로고
    • Delay-dependent ℋ∞ control and filtering for uncertain Markovian jump systems with timevarying delays
    • DOI 10.1109/TCSI.2007.904640
    • Xu SY, Lam J, Mao XR. Delay-dependent ℋ∞ control and filtering for uncertain Markovian jump systems with timevarying delays. IEEE Transactions on Circuits and Systems-I: Regular Papers 2007; 54(9):2070-2077. (Pubitemid 47456047)
    • (2007) IEEE Transactions on Circuits and Systems I: Regular Papers , vol.54 , Issue.9 , pp. 2070-2077
    • Xu, S.1    Lam, J.2    Mao, X.3
  • 23
    • 40649116646 scopus 로고    scopus 로고
    • ∞ filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters
    • Shao HY. Delay-range-dependent robust ℋ∞ filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters. Journal of Mathematical Analysis and Applications 2008; 342(2):1084-1095.
    • (2008) Journal of Mathematical Analysis and Applications , vol.342 , Issue.2 , pp. 1084-1095
    • Shao, H.Y.1
  • 24
    • 0036806724 scopus 로고    scopus 로고
    • Exponential stability of stochastic delay interval systems with Markovian switching
    • Mao XR. Exponential stability of stochastic delay interval systems with Markovian switching. IEEE Transactions on Automatic Control 2002; 47(10):1604-1612.
    • (2002) IEEE Transactions on Automatic Control , vol.47 , Issue.10 , pp. 1604-1612
    • Mao, X.R.1
  • 25
    • 36248976012 scopus 로고    scopus 로고
    • Stability and stabilisation of stochastic differential delay equations
    • DOI 10.1049/iet-cta:20070006
    • Mao XR. Stability and stabilisation of stochastic differential delay equations. IET Control Theory Appllications 2007; 1(6):1551-1566. (Pubitemid 350136741)
    • (2007) IET Control Theory and Applications , vol.1 , Issue.6 , pp. 1551-1566
    • Mao, X.1
  • 26
    • 1442352218 scopus 로고    scopus 로고
    • Robust H8 filtering for uncertain stochastic time-delay systems
    • Xu SY, Chen TW. Robust H8 filtering for uncertain stochastic time-delay systems. Asian Journal Control 2003; 5(3):364-373.
    • (2003) Asian Journal Control , vol.5 , Issue.3 , pp. 364-373
    • Xu, S.Y.1    Chen, T.W.2
  • 27
    • 85016006082 scopus 로고    scopus 로고
    • ∞ filtering for stochastic delayed jumping systems with sensor non-linearities
    • Wei GL, Wang ZD, Shu HS, Fang J. A delay-dependent approach to ℋ∞ filtering for stochastic delayed jumping systems with sensor non-linearities. International Journal of Control 2007; 80(6):885-897.
    • (2007) International Journal of Control , vol.80 , Issue.6 , pp. 885-897
    • Wei, G.L.1    Wang, Z.D.2    Shu, H.S.3    Fang, J.4
  • 28
    • 41949128919 scopus 로고    scopus 로고
    • ∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
    • Wang ZD, Liu YR, Liu XH. ℋ∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities. Automatica 2008; 44(5):1268-1277.
    • (2008) Automatica , vol.44 , Issue.5 , pp. 1268-1277
    • Wang, Z.D.1    Liu, Y.R.2    Liu, X.H.3
  • 29
    • 0035307481 scopus 로고    scopus 로고
    • Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation
    • Wang ZD, Burnham KJ. Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation. IEEE Transactions on Signal Processing 2001; 49(4):794-804.
    • (2001) IEEE Transactions on Signal Processing , vol.49 , Issue.4 , pp. 794-804
    • Wang, Z.D.1    Burnham, K.J.2
  • 30
    • 0041409653 scopus 로고    scopus 로고
    • Nonlinear filtering for state delayed systems with Markovian switching
    • Wang ZD, Lam J, Liu XH. Nonlinear filtering for state delayed systems with Markovian switching. IEEE Transactions on Signal Processing 2003; 51(9):2321-2328.
    • (2003) IEEE Transactions on Signal Processing , vol.51 , Issue.9 , pp. 2321-2328
    • Wang, Z.D.1    Lam, J.2    Liu, X.H.3
  • 31
    • 2942591017 scopus 로고    scopus 로고
    • Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances
    • Wang ZD, Lam J, Liu XH. Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances. IEEE Transactions on Circuits and Systems-II: Express Briefs 2004; 51(5):262-268.
    • (2004) IEEE Transactions on Circuits and Systems-II: Express Briefs , vol.51 , Issue.5 , pp. 262-268
    • Wang, Z.D.1    Lam, J.2    Liu, X.H.3
  • 32
    • 0025431870 scopus 로고
    • On the stabilization and observation of nonlinear/uncertain dynamic systems
    • DOI 10.1109/9.53535
    • Zak SH. On the stabilization and observation of nonlinear uncertain dynamic systems. IEEE Transactions on Automatic Control 1990; 35(5):604-607. (Pubitemid 20713319)
    • (1990) IEEE Transactions on Automatic Control , vol.35 , Issue.5 , pp. 604-607
    • Zak Stanislaw, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.