Unbiased H∞filtering for a class of stochastic systems with time-varying delay

Authors:
Yumei Li;Xinping Guan;Xiaoyuan Luo
Affiliations:
Institute of Mathematics and System Science, Xinjiang University, Urumuqi, China;Institute of Electrical Engineering Yanshan University, Qinhuangdao, China;Institute of Electrical Engineering Yanshan University, Qinhuangdao, China
Venue:
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Year:
2009

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Abstract

This paper presents the unbiased H∞ filter design for a class of stochastic systems with time-varying delay. The aim is to design an unbiased filter assuring exponential stability in mean square and a prescribed H∞ performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delay-dependent sufficient conditions for stochastic systems with time-varying delay are proposed respectively in terms of linear matrix inequalities(LMIs). Numerical examples demonstrate the proposed approaches are effective and are an improvement over existing methods.