Robust H∞ filtering for nonlinear stochastic state-delayed systems

Weihai Zhang; Gang Feng; Qinghua Li

doi:10.1109/WCICA.2008.4593266

Robust H∞ filtering for nonlinear stochastic state-delayed systems

Weihai Zhang
, Gang Feng
, Qinghua Li

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

4 Citations (Scopus)

Abstract

This note studies the robust H_∞ filtering problem of nonlinear stochastic systems with state-delay appearing in state equation, measurement and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean square H _∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results. © 2008 IEEE.

Original language	English
Title of host publication	Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
Pages	2212-2217
DOIs	https://doi.org/10.1109/WCICA.2008.4593266
Publication status	Published - 2008
Event	7th World Congress on Intelligent Control and Automation, WCICA'08 - Chongqing, China Duration: 25 Jun 2008 → 27 Jun 2008 https://ieeexplore.ieee.org/xpl/conhome/4577718/proceeding

Conference

Conference	7th World Congress on Intelligent Control and Automation, WCICA'08
Place	China
City	Chongqing
Period	25/06/08 → 27/06/08
Internet address	https://ieeexplore.ieee.org/xpl/conhome/4577718/proceeding

Research Keywords

H∞ filtering
Hamilton-Jacobi inequality
Stochastic systems
Time-delay systems

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10.1109/WCICA.2008.4593266

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title = "Robust H∞ filtering for nonlinear stochastic state-delayed systems",

abstract = "This note studies the robust H∞ filtering problem of nonlinear stochastic systems with state-delay appearing in state equation, measurement and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean square H ∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results. {\textcopyright} 2008 IEEE.",

keywords = "H∞ filtering, Hamilton-Jacobi inequality, Stochastic systems, Time-delay systems",

author = "Weihai Zhang and Gang Feng and Qinghua Li",

year = "2008",

doi = "10.1109/WCICA.2008.4593266",

language = "English",

isbn = "9781424421145",

pages = "2212--2217",

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note = "7th World Congress on Intelligent Control and Automation, WCICA'08 ; Conference date: 25-06-2008 Through 27-06-2008",

url = "https://ieeexplore.ieee.org/xpl/conhome/4577718/proceeding",

}

Robust H∞ filtering for nonlinear stochastic state-delayed systems. / Zhang, Weihai; Feng, Gang; Li, Qinghua.
Proceedings of the World Congress on Intelligent Control and Automation (WCICA). 2008. p. 2212-2217 4593266.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - Robust H∞ filtering for nonlinear stochastic state-delayed systems

AU - Zhang, Weihai

AU - Feng, Gang

AU - Li, Qinghua

PY - 2008

Y1 - 2008

N2 - This note studies the robust H∞ filtering problem of nonlinear stochastic systems with state-delay appearing in state equation, measurement and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean square H ∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results. © 2008 IEEE.

AB - This note studies the robust H∞ filtering problem of nonlinear stochastic systems with state-delay appearing in state equation, measurement and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean square H ∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results. © 2008 IEEE.

KW - H∞ filtering

KW - Hamilton-Jacobi inequality

KW - Stochastic systems

KW - Time-delay systems

UR - https://www.scopus.com/pages/publications/52149117399

UR - https://www.scopus.com/pages/publications/52149117399#tab=impact

U2 - 10.1109/WCICA.2008.4593266

DO - 10.1109/WCICA.2008.4593266

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 9781424421145

SP - 2212

EP - 2217

BT - Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

T2 - 7th World Congress on Intelligent Control and Automation, WCICA'08

Y2 - 25 June 2008 through 27 June 2008

ER -

Robust H∞ filtering for nonlinear stochastic state-delayed systems

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