Robust stochastic stability and H∞ performance for a class of uncertain impulsive stochastic systems

Yuewu Dong and Jitao Sun

Chaos, Solitons & Fractals, 2005, vol. 26, issue 5, 1491-1498

Abstract: In this paper, we discuss the problem of robust stochastic stability and H∞ performance for a class of uncertain impulsive stochastic systems under sampled measurements. The parameter uncertainties are assumed to be time-varying and value-bounded. We give a sufficient condition in terms of certain linear matrix inequalities (LMIs) to guarantee the uncertain impulsive stochastic system to be robustly stochastically stable. Furthermore, we discuss a stochastically stable filter, using the locally sampled measurements, which ensures both the stochastic stability and a prescribed level of H∞ performance for the filtering error system for all admissible uncertainties. We give a sufficient condition for the existence of such a filter and an explicit expression of a desired filter if relevant conditions are satisfied.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:26:y:2005:i:5:p:1491-1498

DOI: 10.1016/j.chaos.2005.04.013

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