L2-L∞ filtering for stochastic delayed systems with randomly occurring nonlinearities and sensor saturation

Wei Qian, Yujie Li, Yonggang Chen and Wei Liu

International Journal of Systems Science, 2020, vol. 51, issue 13, 2360-2377

Abstract: This work investigates L2-L∞ filtering problem for a class of stochastic systems with time-delay and randomly occurring phenomena. The purpose of the addressed problem is to design a full order filter to ensure the filtering error system is asymptotically mean-square stable with prescribed L2-L∞ performance. A novel stochastic time-delay system model is established, in which randomly occurring nonlinearities and sensor saturation phenomena are considered. Then, a novel functional containing negative definite terms is constructed to relax the constraints on the functional, and a new free-matrix-based stochastic integral inequality is also given. Meanwhile, a novel L2-L∞ performance analysis method making full use of delay information is proposed. As a result, less conservative conditions for the existence of filters are obtained, under which the L2-L∞ performance level can be achieved for the filtering error system. Numerical examples are employed to show the benefits of the proposed approach.

Date: 2020
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DOI: 10.1080/00207721.2020.1794080

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