Robust H∞ Filter Design for Itô Stochastic Pantograph Systems

Abstract EN

The problem of robust H∞ filter design is investigated for stochastic pantograph systems governedby linear Itô differential equation.

First, a sufficient condition for asymptotic mean-square stability of stochastic pantographsystems is presented by means of Lyapunov approach.

Then, based on matrix inequalities, the H∞ filtering problem for this kind of systems is studied and a sufficient condition for the existence of the H∞ filter is derived.

Furthermore, the explicit expression of the desired filter parameters is characterized.

Finally, an example is given to illustrate the results.