Robust Filter Design for Itô Stochastic Pantograph Systems

Zhiguo Yan and Yulin Huang

Mathematical Problems in Engineering, 2013, vol. 2013, 1-8

Abstract:

The problem of robust filter design is investigated for stochastic pantograph systems governed by linear Itô differential equation. First, a sufficient condition for asymptotic mean-square stability of stochastic pantograph systems is presented by means of Lyapunov approach. Then, based on matrix inequalities, the filtering problem for this kind of systems is studied and a sufficient condition for the existence of the filter is derived. Furthermore, the explicit expression of the desired filter parameters is characterized. Finally, an example is given to illustrate the results.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:747890

DOI: 10.1155/2013/747890

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