Design of robust filters for a class of uncertain nonlinear neutral stochastic systems with time delays
Bo Song,
Shengyuan Xu,
Jianwei Xia,
Yun Zou and
Qingwei Chen
International Journal of Systems Science, 2011, vol. 42, issue 4, 633-642
Abstract:
This article investigates the problem of robust H∞ filtering for a class of nonlinear neutral stochastic time-delay systems with norm-bounded parameter uncertainties. The nonlinearities are assumed to satisfy the global Lipschitz conditions. By solving a set of certain linear matrix inequalities, an H∞ filter is designed, which ensures both the robust stochastic stability and a prescribed H∞ performance of the filtering error system for all admissible uncertainties. A numerical example is given to show the effectiveness of the design method proposed in this article.
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:taf:tsysxx:v:42:y:2011:i:4:p:633-642
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DOI: 10.1080/00207720903072258
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