Almost sure H∞ filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays. Issue 11 (November 2015)

• Record Type: Journal Article
• Authors: Shu, Huisheng; Yang, Hua; Wang, Zidong; Alsaadi, Fuad E.; Hayat, Tasawar
• Is Part Of: Journal of the Franklin Institute. Volume 352:Issue 11(2015:Nov.)
• Page Start: 4758
• Page End: 4775
• Publication Date: 2015-11
• Subjects: Science -- Periodicals; Technology -- Periodicals; Patents -- United States -- Periodicals; 505
• DOI: 10.1016/j.jfranklin.2015.07.017
• Languages: English
• ISSNs: 0016-0032

Abstract

Abstract: In this paper, the problem of almost sure H ∞ filtering is studied for a class of nonlinear hybrid stochastic systems. In the system under investigation, Markovian jumping parameters, mode-dependent interval delays, nonzero exogenous disturbances as well as white noises are simultaneously taken into consideration to better model the real-world systems. Intensive stochastic analysis is carried out to obtain sufficient conditions for ensuring the almost surely exponential stability and the prescribed H ∞ performance for the overall filtering error dynamics. Furthermore, the obtained results are applied to two classes of special hybrid stochastic systems with mode-dependent interval delays, where the desired filter gain is obtained in terms of the solutions to a set of linear matrix inequalities. Finally, two numerical examples are provided to show the effectiveness of the proposed filter design scheme.