Improved L2-L∞ Filtering for Stochastic Time-delay Systems

다국어 초록 (Multilingual Abstract)

The L2-L∞ filtering problem for continuous-time polytopic uncertain stochastic time-delay systems is investigated. The main purpose is to design a full-order filter guaranteeing a prescribed L2-L∞ attenuation level for the filtering error system. A simple alternative proof is given for an enhanced LMI (linear matrix inequality) representation of L2-L∞ performance. Based on the criterion which keeps Lyapunov matrices out of the products of system dynamic matrices, a sufficient condition for the existence of a robust estimator is formulated in terms of LMIs. The corresponding filter design is cast into a convex optimization problem. A numerical example is employed to demonstrate the feasibility and advantage of the proposed design.

참고문헌 (Reference)

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