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

abstract

• 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.

authors

• Huang, Tingwen

published proceedings

• ASIAN JOURNAL OF CONTROL

author list (cited authors)

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

citation count

• 6

complete list of authors

• Wen, SP||Zeng, ZG||Huang, TW

publication date

• July 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