scholarly journals RobustH2/H∞Filter Design for a Class of Nonlinear Stochastic Systems with State-Dependent Noise

2012 ◽  
Vol 2012 ◽  
pp. 1-16 ◽  
Author(s):  
Weihai Zhang ◽  
Bor-Sen Chen ◽  
Li Sheng ◽  
Ming Gao
Keyword(s):  
Stochastic Systems ◽  
Filter Design ◽  
Estimation Error ◽  
Design Procedure ◽  
Linear Matrix ◽  
Nonlinear Stochastic Systems ◽  
Worst Case ◽  
State Dependent ◽  
Exogenous Disturbance ◽  
Error Energy

This paper investigates the problem of robust filter design for a class of nonlinear stochastic systems with state-dependent noise. The state and measurement are corrupted by stochastic uncertain exogenous disturbance and the dynamic system is modeled by Itô-type stochastic differential equations. For this class of nonlinear stochastic systems, the robustH∞filter can be designed by solving linear matrix inequalities (LMIs). Moreover, a mixedH2/H∞filtering problem is also solved by minimizing the total estimation error energy when the worst-case disturbance is considered in the design procedure. A numerical example is provided to illustrate the effectiveness of the proposed method.

scholarly journals RobustH∞Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

2015 ◽  
Vol 2015 ◽  
pp. 1-16
Author(s):  
Yajun Li ◽  
Zhaowen Huang
Keyword(s):  
Time Delay ◽  
Stochastic Systems ◽  
Filter Design ◽  
Linear Matrix ◽  
Markovian Jumping Parameters ◽  
Markovian Jumping ◽  
Stochastically Stable ◽  
Neutral Stochastic Systems ◽  
Error System ◽  
Delay Dependent

This paper deals with the robustH∞filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribedH∞performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.

Delay-Dependent L1 Filtering for LPV Systems With Parameter-Varying Delays

2011 ◽  
Vol 133 (4) ◽  
Author(s):  
Yanhui Li ◽  
Yan Liang ◽  
Xionglin Luo
Keyword(s):  
Filter Design ◽  
Peak Performance ◽  
Linear Matrix ◽  
Compact Set ◽  
Worst Case ◽  
Lpv Systems ◽  
Error System ◽  
Parameter Varying ◽  
Space Data ◽  
Delay Dependent

The paper investigates the problems of delay-dependent L1 filtering for linear parameter-varying (LPV) systems with parameter-varying delays, in which the state-space data and the time delays are dependent on parameters that are measurable in real-time and vary in a compact set with bounded variation rate. The attention is focused on the design of L1 filter that guarantees the filtering error system to be asymptotically stable and satisfies the worst-case peak-to-peak gain of the filtering error system. In particular, we concentrate on the delay-dependent case, using parameter-dependent Lyapunov function, the decoupled peak-to-peak performance criterion is first established for a class of LPV systems. Under this condition, the admissible filter can be found in terms of linear matrix inequality (LMI) technology. According to approximate basis function and the gridding technique, the filter design problem is transformed into feasible solution problem of the finite parameter LMIs. Finally, a numerical example is provided to illustrate the feasibility of the developed approach.

scholarly journals Feedback Stabilization for a Class of Nonlinear Stochastic Systems with State- and Control-Dependent Noise

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Yu-Hong Wang ◽  
Tianliang Zhang ◽  
Weihai Zhang
Keyword(s):  
State Feedback ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Feedback Stabilization ◽  
Linear Matrix ◽  
Matrix Inequalities ◽  
Global State ◽  
Nonlinear Stochastic Systems ◽  
Feedback Stabilizability ◽  
And Control

This paper mainly studies the state feedback stabilizability of a class of nonlinear stochastic systems with state- and control-dependent noise. Some sufficient conditions on local and global state feedback stabilizations are given in linear matrix inequalities (LMIs) and generalized algebraic Riccati equations (GAREs). Some obtained results improve the previous work.

scholarly journals Robust and NonfragileH∞Kalman-Type Filter Design for Parameter-Uncertain Time-Delay Systems: PLMI Approach

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Seung Hyeop Yang ◽  
Hong Bae Park
Keyword(s):  
Time Delay ◽  
Linear Matrix Inequalities ◽  
Filter Design ◽  
Estimation Error ◽  
Delay Systems ◽  
Linear Matrix ◽  
Sufficient Condition ◽  
Time Delay Systems ◽  
Matrix Inequalities ◽  
Parameter Uncertainties

This paper describes the synthesis of a robust and nonfragileH∞Kalman-type filter design for a class of time-delay systems with polytopic uncertainties, filter-gain variations, and disturbances. We present the sufficient condition for filter existence and the method for designing a robust nonfragileH∞filter by using LMIs (Linear Matrix Inequalities) technique. Because the obtained sufficient condition can be represented as PLMIs (Parameterized Linear Matrix Inequalities), which can generate infinite LMIs, we use a relaxation technique to find finite solutions for a robust nonfragileH∞filter. We show that the proposed filter can minimize estimation error in terms of parameter uncertainties, filter-fragility, and disturbances.

Generalized H2 Filtering for Discrete-Time Switched Systems with Multiple Time-Varying Delays

2012 ◽  
Vol 562-564 ◽  
pp. 1646-1649 ◽  
Author(s):  
Rong You Zhang ◽  
Ni Zhang
Keyword(s):  
Discrete Time ◽  
Switched Systems ◽  
Filter Design ◽  
Design Method ◽  
Sufficient Conditions ◽  
Design Procedure ◽  
Jensen Inequality ◽  
Linear Matrix ◽  
Multiple Time ◽  
Time Varying

The generalized H2 filtering problem is investigated for linear discrete-time switched systems with multiple time-varying delays. By constructing the piecewise Lyapunov-Krasovskii functionals, employing Jensen inequality and slack variables, the delay-dependent sufficient conditions are derived for the filter-error system to be stable with a H2 performance. Based on the established results, the filter design method is presented in terms of the linear matrix inequalities (LMI). The design procedure is brief and easy to compute. The optimal filter can be solved with LMI toolbox of MATLAB directly. Finally, the simulation results illustrate the effectiveness and feasibility of the proposed method.

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