Stochastic input-to-state stability and filtering for a class of stochastic nonlinear systems

Zhao, Feng, Zhang, Qingling, Yan, Xinggang, Cai, Min, Ren, Junchao (2014) Stochastic input-to-state stability and filtering for a class of stochastic nonlinear systems. Applied Mathematics and Computation, 227 . pp. 672-686. ISSN 0096-3003. (doi:10.1016/j.amc.2013.11.071) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Official URL
http://dx.doi.org/10.1016/j.amc.2013.11.071

Abstract

In this paper, an H?H? filtering problem is considered for a class of stochastic nonlinear systems with time-delay and exogenous disturbances. Sufficient conditions for stochastic input-to-state stability (SISS) of the stochastic nonlinear systems are developed via Lyapunov function method and linear matrix inequalities (LMIs) technique. The purpose of this work is to design a nonlinear filter to ensure both the SISS and a prescribed H?H? attenuation level for the corresponding filtering error system. By using the SISS results, a set of sufficient conditions for the existence of H?H? filter is given in the form of LMI. When the LMI is feasible, an explicit expression of a desired filter is presented. Finally, some numerical and practical examples are employed to demonstrate the effectiveness of the proposed approaches.

Item Type: Article
DOI/Identification number: 10.1016/j.amc.2013.11.071
Uncontrolled keywords: Stochastic nonlinear systems; Stochastic input-to-state stability (SISS); H?H? filter; Linear matrix inequality
Subjects: T Technology
Divisions: Faculties > Sciences > School of Engineering and Digital Arts
Faculties > Sciences > School of Engineering and Digital Arts > Instrumentation, Control and Embedded Systems
Depositing User: Tina Thompson
Date Deposited: 13 Jun 2014 09:22 UTC
Last Modified: 29 May 2019 12:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41423 (The current URI for this page, for reference purposes)
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