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Robust H/sub 2/ filtering for a class of systems with stochastic nonlinearities
Authors:Fuwen Yang Zidong Wang Ho   D.W.C. Xiaohui Liu
Affiliation:Dept. of Electr. Eng., Fuzhou Univ., China;
Abstract:This paper addresses the robust H/sub 2/ filtering problem for a class of uncertain discrete-time nonlinear stochastic systems. The nonlinearities described by statistical means in this paper comprise some well-studied classes of nonlinearities in the literature. A technique is developed to tackle the matrix trace terms resulting from the nonlinearities, and the well-known S-procedure technique is adopted to cope with the uncertainties. A unified framework is established to solve the addressed robust H/sub 2/ filtering problem by using a linear matrix inequality approach. A numerical example is provided to illustrate the usefulness of the proposed method.
Keywords:
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