Reliable H ∞ Filtering for Mixed Time‐Delay Systems with Stochastic Nonlinearities and Multiplicative Noises
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This paper investigates the reliable H∞ filtering problem for a class of mixed time-delay systems with stochastic nonlinearities and multiplicative noises. The mixed delays comprise both discrete time-varying and distributed delays. The stochastic nonlinearities in the form of statistical means cover several well-studied nonlinear functions. The multiplicative disturbances are in the form of a scalar Gaussian white noise with unit variance. Furthermore, the failures of sensors are quantified by a variable varying in a given interval. In the presence of mixed delays, stochastic nonlinearities, and multiplicative noises, sufficient conditions for the existence of a reliable H ∞ filter are derived, such that the filtering error dynamics is asymptotically mean-square stable and also achieves a guaranteed H ∞ performance level. Then, a linear matrix inequality (LMI) approach for designing such a reliable H ∞ filter is presented. Finally, a numerical example is provided to illustrate the effectiveness of the developed theoretical results. © 2012 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society.
author list (cited authors)
Wen, S. P., Zeng, Z. G., & Huang, T. W.