Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-10-18
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
This paper deals with the robust H∞ filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay.
Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribed H∞ performance level is satisfied for all admissible uncertainties.
All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox.
Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.
American Psychological Association (APA)
Li, Yajun& Huang, Zhaowen. 2015. Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-16.
https://search.emarefa.net/detail/BIM-1074776
Modern Language Association (MLA)
Li, Yajun& Huang, Zhaowen. Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay. Mathematical Problems in Engineering No. 2015 (2015), pp.1-16.
https://search.emarefa.net/detail/BIM-1074776
American Medical Association (AMA)
Li, Yajun& Huang, Zhaowen. Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-16.
https://search.emarefa.net/detail/BIM-1074776
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1074776