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H∞ filtering for neutral stochastic systems with time-varying delays

  • Lin Li*
  • , Yingmin Jia
  • , Junping Du
  • , Hideki Kokame
  • *Corresponding author for this work
  • Beihang University
  • Beijing University of Posts and Telecommunications
  • Osaka Metropolitan University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper is devoted to the problem of H∞ filtering for a class of neutral stochastic systems with both discrete and distributed time-varying delays. The objective is to design a full order filter such that the resulting filtering error system is stochastically asymptotically stable with a prescribed H∞ performance satisfied. Based on the stability theory of stochastic systems, a delay-dependent and rate-dependent sufficient condition for the existence of filter is obtained in terms of linear matrix inequalities (LMIs). The corresponding filter design method is also proposed, while the explicit expression for the desired filter is given. A numerical example is finally included to illustrate the effectiveness of the proposed method.

Original languageEnglish
Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages7186-7191
Number of pages6
ISBN (Print)9781424438716
DOIs
StatePublished - 2009
Event48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 - Shanghai, China
Duration: 15 Dec 200918 Dec 2009

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Country/TerritoryChina
CityShanghai
Period15/12/0918/12/09

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