Robust H∞ filtering for polytopic uncertain stochastic systems under quantized sampled outputs

Te Yang, Guoliang Chen, Jianwei Xia, Zhen Wang and Qun Sun

Applied Mathematics and Computation, 2019, vol. 347, issue C, 688-701

Abstract: In this paper, the robust H∞ filtering of polytopic uncertain stochastic systems is designed under quantized sampled outputs. An novel parameters-dependent time-scheduled Lyapunov functional is constructed using segmentation technology and linear interpolation. Based on this new Lyapunov functional and convex combination method, sufficient stochastic exponential stability criteria of the filtering error dynamics are proposed and a prescribed H∞ performance level can be guaranteed by designing the stochastically stable filter. The better H∞ performance can be obtained with a larger interval dividing parameter. A numerical example is provided to illustrate the effectiveness of the proposed method.

Keywords: Polytopic uncertainties; Stochastic systems; Robust H∞ filtering; Parameters-dependent time-scheduled Lyapunov functional; Quantized sampled outputs (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:347:y:2019:i:c:p:688-701

DOI: 10.1016/j.amc.2018.11.035

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