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An LMI approach to robust H ∞ filtering for uncertain systems with time-varying distributed delays

In this paper, the problem of robust H ∞ filtering for uncertain systems with time-varying distributed delays is considered. The uncertainties under discussion are time varying but norm bounded. Based on the Lyapunov stability theory, sufficient condition for the existence of full order H ∞ filters...

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Bibliographic Details
Published in:Journal of the Franklin Institute 2008-11, Vol.345 (8), p.877-890
Main Author: Yu, Xin-Gang
Format: Article
Language:English
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Summary:In this paper, the problem of robust H ∞ filtering for uncertain systems with time-varying distributed delays is considered. The uncertainties under discussion are time varying but norm bounded. Based on the Lyapunov stability theory, sufficient condition for the existence of full order H ∞ filters is proposed by linear matrix inequality (LMI) approach such that the filtering error system is asymptotically sable and satisfies a prescribed attenuation level of noise. A numerical example is given to demonstrate the availability of the proposed method.
ISSN:0016-0032
1879-2693
DOI:10.1016/j.jfranklin.2008.05.003