Brief paper: A delay decomposition approach to L2-L∞ filter design for stochastic systems with time-varying delay

Authors:
Huai-Ning Wu;Jun-Wei Wang;Peng Shi
Affiliations:
Science and Technology on Aircraft Control Laboratory, School of Automation Science and Electrical Engineering, Beihang University (Beijing University of Aeronautics and Astronautics), Beijing 100 ...;Science and Technology on Aircraft Control Laboratory, School of Automation Science and Electrical Engineering, Beihang University (Beijing University of Aeronautics and Astronautics), Beijing 100 ...;Department of Computing and Mathematical Sciences, University of Glamorgan, Pontypridd, CF37 1DL, United Kingdom and School of Engineering and Science, Victoria University, Melbourne, Vic, 8001, A ...
Venue:
Automatica (Journal of IFAC)
Year:
2011

Citing 10
Cited 4

Linear robust control

Linear robust control
Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches

Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
Brief paper: A discrete delay decomposition approach to stability of linear retarded and neutral systems

Automatica (Journal of IFAC)
Stability and stabilization of delayed T-S fuzzy systems: a delay partitioning approach

IEEE Transactions on Fuzzy Systems
Robust H∞ filtering for nonlinear stochastic systems

IEEE Transactions on Signal Processing
Reduced-order H∞ filtering for stochastic systems

IEEE Transactions on Signal Processing
Robust fuzzy filter design for nonlinear systems with persistent bounded disturbances

IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Brief Robust filtering with guaranteed energy-to-peak performance - an LMI approach

Automatica (Journal of IFAC)
Technical Communique: Delay-dependent criteria for robust stability of time-varying delay systems

Automatica (Journal of IFAC)
Technical communique: Absolute stability of time-delay systems with sector-bounded nonlinearity

Automatica (Journal of IFAC)

Mean-square H∞ filtering for stochastic systems: Application to a 2DOF helicopter

Signal Processing
Robust H∞ fuzzy control for uncertain nonlinear Markovian jump systems with time-varying delay

Fuzzy Sets and Systems
Fast communication: Robust L∞-induced deconvolution filtering for linear stochastic systems and its application to fault reconstruction

Signal Processing
Network-based H∞ filtering using a logic jumping-like trigger

Automatica (Journal of IFAC)

Quantified Score

Hi-index	22.15

Visualization

Abstract

This paper investigates the problem of L"2-L"~ filter design for a class of stochastic systems with time-varying delay. The addressed problem is the design of a full order linear filter such that the error system is asymptotically mean-square stable and a prescribed L"2-L"~ performance is satisfied. In order to develop a less conservative filter design, a new Lyapunov-Krasovskii functional (LKF) is constructed by decomposing the delay interval into multiple equidistant subintervals, and a new integral inequality is established in the stochastic setting. Then, based on the LKF and integral inequality, the delay-dependent conditions for the existence of L"2-L"~ filters are obtained in terms of linear matrix inequalities (LMIs). The resulting filters can ensure that the error system is asymptotically mean-square stable and the peak value of the estimation error is bounded by a prescribed level for all possible bounded energy disturbances. Finally, two examples are given to illustrate the effectiveness of the proposed method.