Robustness of stability of nonlinear systems with stochastic delay perturbations
Systems & Control Letters
Nonlinear H∞ -control and estimation of optimal H∞ -gain
Systems & Control Letters
Automatica (Journal of IFAC)
Robust H∞ filtering for nonlinear stochastic systems
IEEE Transactions on Signal Processing
A delay-dependent approach to robust H∞ filtering for uncertain discrete-time state-delayed systems
IEEE Transactions on Signal Processing
H∞ nonlinear filtering of discrete-time processes
IEEE Transactions on Signal Processing
Robust H∞ filtering for discrete-time linear systems with uncertain time-varying parameters
IEEE Transactions on Signal Processing - Part I
Robust ℋ∞ filtering for uncertaindiscrete-time state-delayed systems
IEEE Transactions on Signal Processing
Brief Nonlinear H∞ filtering of sampled-data systems
Automatica (Journal of IFAC)
Improved robust H2 and H∞ filtering for uncertain discrete-time systems
Automatica (Journal of IFAC)
On mode-dependent H∞ filtering for network-based discrete-time systems
Signal Processing
Network-based H∞ filtering using a logic jumping-like trigger
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
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This paper investigates the H"~ filtering problem for a class of general nonlinear stochastic systems considering model uncertainties and random time delays governed by Markov chains simultaneously. The general algebraic Hamilton-Jacobi inequality (HJI) is established first for general nonlinear stochastic systems with uncertainties and random Markovian delays. Then a set of sufficient conditions are derived for the filtering system to achieve stochastic stability in the sense of mean square and the prescribed disturbance attenuation level. Moreover, the developed results are specialized for a special class of nonlinear stochastic systems, by presenting the sufficient conditions in terms of matrix inequalities. Simulation results demonstrate the effectiveness of the proposed approach.