International Journal of Systems Science
L2-L∞control of nonlinear fuzzy itô stochastic delay systems via dynamic output feedback
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Fuzzy filter design for itô stochastic systems with application to sensor fault detection
IEEE Transactions on Fuzzy Systems
Mathematics and Computers in Simulation
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This paper deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic system is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prespecified value. It is shown that the design of the robust filters can be carried out by solving some algebraic quadratic matrix inequalities. In particular, we establish both the existence conditions and the explicit expression of desired robust filters. A numerical example is included to show the applicability of the present method