Stochastic input-to-state stability and filtering for a class of stochastic nonlinear systems

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• 作者：Feng Zhao ; Qingling Zhang ; Xing-Gang Yan ; Min Cai ; Junchao Ren
• 关键词：Stochastic nonlinear systems ; Stochastic input-to-state stability (SISS) ; H&infin ; H&infin ; filter ; Linear matrix inequality (LMI)
• 刊名：Applied Mathematics and Computation
• 出版年：15 January, 2014
• 年：2014
• 卷：227
• 期：Complete
• 页码：672-686
• 全文大小：569 K

文摘

In this paper, an filtering problem is considered for a class of stochastic nonlinear systems with time-delay and exogenous disturbances. Sufficient conditions for stochastic input-to-state stability (SISS) of the stochastic nonlinear systems are developed via Lyapunov function method and linear matrix inequalities (LMIs) technique. The purpose of this work is to design a nonlinear filter to ensure both the SISS and a prescribed attenuation level for the corresponding filtering error system. By using the SISS results, a set of sufficient conditions for the existence of filter is given in the form of LMI. When the LMI is feasible, an explicit expression of a desired filter is presented. Finally, some numerical and practical examples are employed to demonstrate the effectiveness of the proposed approaches.