Improved L-2-L-infinity Filtering for Stochastic Time-delay Systems

作者：Zhang, Ying^*; Wu, Ai-Guo; Duan, Guang-Ren

来源：International Journal of Control Automation and Systems, 2010, 8(4): 741-747.

DOI：10.1007/s12555-010-0405-3

• L-2 - L-infinity performance
• LMI
• stochastic systems
• time-delay

The L-2 - L-infinity filtering problem for continuous-time polytopic uncertain stochastic time-delay systems is investigated. The main purpose is to design a full-order filter guaranteeing a prescribed L-2 - L-infinity level for the filtering error system. A simple alternative proof is given for an enhanced LMI (linear matrix inequality) representation of L-2 - L-infinity performance. Based on the criterion which keeps Lyapunov matrices out of the products of system dynamic matrices, a sufficient condition for the existence of a robust estimator is formulated in terms of LMIs. The corresponding filter design is cast into a convex optimization problem. A numerical example is employed to demonstrate the feasibility and advantage of the proposed design.

• 出版日期2010-8
• 单位哈尔滨工业大学; 哈尔滨学院