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author:

Yang, F. (Yang, F..) [1] | Wang, Z. (Wang, Z..) [2] | Liu, X. (Liu, X..) [3] | Ho, D.W.C. (Ho, D.W.C..) [4]

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Abstract:

This paper addresses the robust H2filtering problem for a class of uncertain discrete-time nonlinear stochastic systems. The nonlinearities described by statistical means in this paper comprise some well-studied classes of nonlinearities in the literature. A technique is developed to tackle the matrix trace terms resulting from the nonlinearities, and the well-known S-procedure technique is adopted to cope with the uncertainties. A unified framework is established to solve the addressed robust H2filtering problem by using a linear matrix inequality approach. A numerical example is provided to illustrate the usefulness of the proposed method. © 2006, IEEE. All rights reserved.

Keyword:

Deterministic uncertainty; linear matrix inequality (LMI); robust H2 filtering; stochastic nonlinearity

Community:

  • [ 1 ] [Yang, F.]Department of Electrical Engineering, Fuzhou University, Fuzhou, 350002, China
  • [ 2 ] [Yang, F.]Department of Information Systems and Computing, Brunel University, Uxbridge, UB8 3PH, United Kingdom
  • [ 3 ] [Wang, Z.]Department of Information Systems and Computing, Brunel University, Uxbridge UB8 3PH, United Kingdom
  • [ 4 ] [Liu, X.]Department of Information Systems and Computing, Brunel University, Uxbridge UB8 3PH, United Kingdom
  • [ 5 ] [Ho, D.W.C.]Department of Mathematics, City University of Hong Kong, Hong Kong

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Source :

IEEE Transactions on Circuits and Systems II: Express Briefs

ISSN: 1549-7747

Year: 2006

Issue: 3

Volume: 53

Page: 235-239

4 . 0 0 0

JCR@2023

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ESI Highly Cited Papers on the List: 0 Unfold All

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Chinese Cited Count:

30 Days PV: 1

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