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|Title:||Almost sure H∞ filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays|
|Keywords:||Almost surely exponential stability;Nonlinear hybrid stochastic systems;Mode-dependent interval delays;H∞ filtering|
|Citation:||Journal of the Franklin Institute, (In Press), 2015|
|Abstract:||In this paper, the problem of almost sure H∞ filtering is studied for a class of nonlinear hybrid stochastic systems. In the system under investigation, Markovian jumping parameters, mode-dependent interval delays, nonzero exogenous disturbances as well as white noises are simultaneously taken into consideration to better model the real-world systems. Intensive stochastic analysis is carried out to obtain sufficient conditions for ensuring the almost surely exponential stability and the prescribed H∞ performance for the overall filtering error dynamics. Furthermore, the obtained results are applied to two classes of special hybrid stochastic systems with mode-dependent interval delays, where the desired filter gain is obtained in terms of the solutions to a set of linear matrix inequalities. Finally, two numerical examples are provided to show the effectiveness of the proposed filter design scheme.|
|Appears in Collections:||Dept of Computer Science Research Papers|
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