Robust H ∞ filtering for a class of uncertain stochastic hybrid neutral systems with time‐varying delay |
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Authors: | Jie Lian Zhi Feng Peng Shi |
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Affiliation: | 1. Faculty of Electronic Information and Electrical Engineering, Dalian University of Technology, , Dalian, 116024 China;2. Department of Computing and Mathematical Sciences, University of Glamorgan, , Pontypridd, CF37 1DL UK;3. School of Engineering and Science, Victoria University, , Melbourne, Vic. 8001, Australia;4. School of Mathematics and Statistics, University of South Australia, , Adelaide, SA, 5095 Australia |
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Abstract: | This paper is devoted to the problem of robust H ∞ filtering for a class of uncertain switched neutral systems subject to stochastic disturbance and time‐varying delay. Attention is focused on the design of a full‐order switched filter such that the filtering error system is robust mean‐square exponentially stable with a prescribed weighted H ∞ performance. On the basis of the average dwell time approach and the piecewise Lyapunov function technique, sufficient conditions for the solvability of this problem are obtained in terms of linear matrix inequalities. Then, by solving the corresponding linear matrix inequalities, the desired full‐order switched filter is derived for all admissible uncertainties, time‐varying delay, and stochastic disturbances. A numerical example is given to illustrate the effectiveness of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd. |
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Keywords: | robust H ∞ filtering stochastic hybrid neutral system exponential stability in mean square average dwell time approach |
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