filtering for stochastic systems with time-varying delay

Qi Zhou, Shengyuan Xu, Bing Chen and Yuming Chu

International Journal of Systems Science, 2011, vol. 42, issue 1, 235-244

Abstract: This article considers the problem of H∞ filter design for stochastic systems with time-varying delay. The time delay is assumed to be of interval type. Attention is focused on the design of delay-dependent filters that guarantee the asymptotic stability in mean square and a prescribed noise attenuation level in an H∞ sense for the filtering error dynamics. The delay-dependent H∞ filter design scheme is proposed in terms of a linear matrix inequality. A numerical example is used to illustrate the effectiveness of the proposed approach.

Date: 2011
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DOI: 10.1080/00207720903513327

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