H_∞ Filtering for a Class of Singular Stochastic Time-delay Systems
【摘要】：This paper is concerned with the H_∞ filtering problem for a class of singular stochastic time-delay systems. The purpose is the design of a delay-independent filter such that the resulting error system is regular, impulse-free and mean-square stable. Sufficient conditions for solvability of this problem are formulated in terms of a set of linear matrix inequalities(LMIs),and stability theory of stochastic differential equations. Based on these conditions, the delay-independent filter can be constructed. Finally, a simulation example is given to illustrate the effectiveness of the theoretical results.
【作者单位】：School of Mechanical and Vehicle Engineering,Linyi University 【分类号】：
1 IntroductionSufficient conditions for solvability of these problems areformulated in terms of linear matrix inequalities(LMIs),andstability theory of stochastic differential equations.Further-State estimation has been found in many practical appli-more