Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
نویسندگان
چکیده
This paper studies the robustH∞ filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Itô-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.
منابع مشابه
Development of a Robust Observer for General Form Nonlinear System: Theory, Design and Implementation
The problem of observer design for nonlinear systems has got great attention in the recent literature. The nonlinear observer has been a topic of interest in control theory. In this research, a modified robust sliding-mode observer (SMO) is designed to accurately estimate the state variables of nonlinear systems in the presence of disturbances and model uncertainties. The observer has a simple ...
متن کاملRobust H2/H∞ Filter Design for a Class of Nonlinear Stochastic Systems with State-Dependent Noise
This paper investigates the problem of robust filter design for a class of nonlinear stochastic systems with state-dependent noise. The state and measurement are corrupted by stochastic uncertain exogenous disturbance and the dynamic system is modeled by Itô-type stochastic differential equations. For this class of nonlinear stochastic systems, the robust H∞ filter can be designed by solving li...
متن کاملDissipativity Based H_infty Control for Nonlinear Stochastic Systems with Time-Varying Delays
This paper is concerned with the H∞ state feedback control problem for a class of nonlinear stochastic systems with time-varying state delays. Firstly, the stochastic dissipativity of the time-delay nonlinear system is established, based on which the H∞ state feedback controller is synthesized. We show that the closed-loop system rendered by the designed controller can achieve the L2-gain perfo...
متن کاملRobust state estimation in power systems using pre-filtering measurement data
State estimation is the foundation of any control and decision making in power networks. The first requirement for a secure network is a precise and safe state estimator in order to make decisions based on accurate knowledge of the network status. This paper introduces a new estimator which is able to detect bad data with few calculations without need for repetitions and estimation residual cal...
متن کاملDesign of Observer-based H∞ Controller for Robust Stabilization of Networked Systems Using Switched Lyapunov Functions
In this paper, H∞ controller is synthesized for networked systems subject to random transmission delays with known upper bound and different occurrence probabilities in the both of feedback (sensor to controller) and forward (controller to actuator) channels. A remote observer is employed to improve the performance of the system by computing non-delayed estimates of the sates. The closed-loop s...
متن کامل