$H_{infty}$ Filtering for Neutral Systems with Mixed Delays and Multiplicative Noises Academic Article uri icon

abstract

  • This brief investigates the H∞ filtering problem for a class of neutral systems with mixed delays and multiplicative noises. The mixed delays comprise both discrete time-varying and distributed delays. Moreover, the multiplicative disturbances are in the form of a scalar Gaussian white noise with unit variance. In the presence of mixed delays and multiplicative noises, sufficient conditions for the existence of an 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 approach for designing such an H ∞ filter is presented. Finally, a numerical example is provided to illustrate the effectiveness of the developed theoretical results. © 2004-2012 IEEE.

author list (cited authors)

  • Wen, S., Zeng, Z., & Huang, T.

citation count

  • 34

publication date

  • November 2012