标题：Robust H∞filtering for nonlinear stochastic state-delayed systems
作者：Zhang, Weihai ;Feng, Gang ;Li, Qinghua
作者机构：[Zhang, Weihai ] College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, China;[Li, Qinghua 更多
会议名称：7th World Congress on Intelligent Control and Automation, WCICA'08
会议日期：June 25, 2008 - June 27, 2008
来源：Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
摘要：This note studies the robust H∞filtering problem of nonlinear stochastic systems with state-delay appearing in state equation, measurement and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean square H∞filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results. © 2008 IEEE.