New delay-dependent L2-L∞ filter design for stochastic time-delay systems
作者： Yun Chen , Anke Xue , Shaosheng Zhou
DOI: 10.1016/J.SIGPRO.2008.11.015
关键词: Exponential stability 、 Filter (signal processing) 、 Matrix method 、 Weighting 、 Control theory 、 Mathematics 、 Systems design 、 Filter design 、 Linear matrix inequality 、 Perturbation (astronomy)
摘要: This paper investigates delay-dependent L"2-L"~ performance analysis and filtering of stochastic systems with delays. Based on an auxiliary vector, integral inequality in the setting is introduced. The proposed reduces to some existing ones deterministic context, if there are no perturbations. By using this new free-weighting matrix technique, a simpler result fewer dimensions linear (LMI) variables presented. mathematical equivalence presented one established. A filter which guarantees asymptotic mean-square stability error system designed terms LMIs. Both model transformations estimation for cross avoided. Two illustrative examples given show effectiveness method.
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