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Robust H∞ filtering of stochastic time‐delay systems with state dependent noise |
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| Authors: | Xiuying An Weihai Zhang Qinghua Li |
| Abstract: | This paper is concerned with the H∞ filtering design for discrete‐time stochastic time‐delay systems with state dependent noise. A sufficient condition for the existence of H∞ filter design is presented via linear matrix inequalities. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society |
| Keywords: | Stochastic systems discrete time‐delay systems state dependent noise H∞ filter linear matrix inequality |