Reliable H Filtering for Mixed Time-Delay Systems with Stochastic Nonlinearities and Multiplicative Noises Academic Article

abstract

• AbstractThis paper investigates the reliable H filtering problem for a class of mixed timedelay systems with stochastic nonlinearities and multiplicative noises. The mixed delays comprise both discrete timevarying and distributed delays. The stochastic nonlinearities in the form of statistical means cover several wellstudied 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 meansquare 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.

authors

• Huang, Tingwen

published proceedings

• ASIAN JOURNAL OF CONTROL

author list (cited authors)

• Wen, S. P., Zeng, Z. G., & Huang, T. W.

citation count

• 7

complete list of authors

• Wen, SP||Zeng, ZG||Huang, TW

publication date

• March 2013

publisher

• Wiley  Publisher

published in

• Asian Journal of Control  Journal

keywords

• H Filtering
• Multiplicative Noise
• Reliable Filtering
• Stochastic Nonlinearity

Digital Object Identifier (DOI)

• 10.1002/asjc.571

start page

• 583

end page

• 593

volume

• 15

issue

• 2

URL

• http://dx.doi.org/10.1002/asjc.571