H∞ Filtering for Discrete-Time Stochastic Systems with Nonlinear Sensor and Time-Varying Delay. (19th March 2013)

• Record Type: Journal Article
• Authors: Hua, Mingang; Cheng, Pei; Fei, Juntao; Zhang, Jianyong; Chen, Junfeng
• Other Names: Srivastava H. Academic Editor.
• Is Part Of: International journal of stochastic analysis. Volume 2013(2013)
• Publication Date: 2013-03-19
• Subjects: Stochastic analysis -- Periodicals; Stochastic analysis; Periodicals; 519.22
• DOI: 10.1155/2013/306707
• Languages: English
• ISSNs: 2090-3332

Abstract

Abstract : The H ∞ filtering problem for a class of discrete-time stochastic systems with nonlinear sensor and time-varying delay is investigated. By using the Lyapunov stability theory, sufficient conditions are proposed to guarantee the asymptotical stablity with an prescribe H ∞ performance level of the filtering error systems. These conditions are dependent on the lower and upper bounds of the discrete time-varying delays and are obtained in terms of a linear matrix inequality (LMI). Finally, two numerical examples are provided to illustrate the effectiveness of the proposed methods.