Stability and Stabilization of Uncertain 2-D Discrete Systems with Stochastic Perturbation
Multidimensional Systems and Signal Processing
Delay-dependent stabilization for stochastic fuzzy systems with time delays
Fuzzy Sets and Systems
Technical communique: Infinite horizon H2/H∞ control for stochastic systems with Markovian jumps
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Technical communique: H∞ filtering for discrete-time systems with randomly varying sensor delays
Automatica (Journal of IFAC)
Brief paper: H∞ functional filtering for stochastic bilinear systems with multiplicative noises
Automatica (Journal of IFAC)
L2-L∞control of nonlinear fuzzy itô stochastic delay systems via dynamic output feedback
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Robust H2/H∞ global linearization filter design for nonlinear stochastic systems
IEEE Transactions on Circuits and Systems Part I: Regular Papers
Filtering for discrete fuzzy stochastic systems with sensor nonlinearities
IEEE Transactions on Fuzzy Systems
Reduced-order H2 filtering for discrete linear repetitive processes
Signal Processing
New results on H∞ filtering for fuzzy systems with interval time-varying delays
Information Sciences: an International Journal
Automatica (Journal of IFAC)
Robust integral sliding mode control for uncertain stochastic systems with time-varying delay
Automatica (Journal of IFAC)
Sliding mode control for stochastic systems subject to packet losses
Information Sciences: an International Journal
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This paper deals with the reduced-order H∞ filtering problem for stochastic systems. Necessary and sufficient conditions are obtained for the existence of solutions to the continuous-time and discrete-time problems in terms of certain linear matrix inequalities (LMIs) and a coupling nonconvex rank constraint condition. Furthermore, when these conditions are feasible, an explicit parametrization of all desired reduced-order filters corresponding to a feasible solution is given. In particular, when the reduced-order filter is restricted to be a static one, then simple conditions expressed by LMIs only without any rank constraints are derived, and a parametrization of all solutions is also given. Finally, an illustrative example is provided to show the effectiveness of the proposed approach.