Delay-Range-Dependent L 2-L az Filtering for Stochastic Systems with Time-Varying Interval Delay

作者：Zhou, Qi; Chen, Bing; Li, Hongyi^*; Lin, Chong

来源：Circuits, Systems, and Signal Processing, 2009, 28(2): 331-348.

DOI：10.1007/s00034-008-9078-z

• L-2-L-infinity filters
• LMIs
• Stochastic systems
• Time-varying interval delay

This paper focuses on the problem of delay-range-dependent L (2)-L (az) filter design for stochastic systems with time-varying delay. The time delay varies in an interval. A delay-range-dependent sufficient condition is formulated in terms of linear matrix inequalities (LMIs), which guarantees the existence of a linear filter. The proposed filter ensures that the filtering error system is stochastically asymptotically stable and that its L (2)-L (az) performance satisfies a prescribed level. The corresponding filter design is cast into a convex optimization problem which can be efficiently handled by using standard numerical algorithms. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

• 出版日期2009-4
• 单位南京理工大学; 青岛大学