Finite-Time H∞ Filtering for Singular Stochastic Systems
This paper addresses the problem of finite-time H∞ filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic H∞ finite-time bounded...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/615790 |
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| _version_ | 1832560488112717824 |
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| author | Caixia Liu Yingqi Zhang Huixia Sun |
| author_facet | Caixia Liu Yingqi Zhang Huixia Sun |
| author_sort | Caixia Liu |
| collection | DOAJ |
| description | This paper addresses the problem of finite-time H∞ filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic H∞ finite-time boundedness are presented. Then, the H∞ filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribed H∞ performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology. |
| format | Article |
| id | doaj-art-b9f0f5c6727f4f50abbdc762d259abd9 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-b9f0f5c6727f4f50abbdc762d259abd92025-02-03T01:27:28ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/615790615790Finite-Time H∞ Filtering for Singular Stochastic SystemsCaixia Liu0Yingqi Zhang1Huixia Sun2College of Science, Henan University of Technology, Zhengzhou 450001, ChinaCollege of Science, Henan University of Technology, Zhengzhou 450001, ChinaCollege of Science, Henan University of Technology, Zhengzhou 450001, ChinaThis paper addresses the problem of finite-time H∞ filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic H∞ finite-time boundedness are presented. Then, the H∞ filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribed H∞ performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology.http://dx.doi.org/10.1155/2012/615790 |
| spellingShingle | Caixia Liu Yingqi Zhang Huixia Sun Finite-Time H∞ Filtering for Singular Stochastic Systems Journal of Applied Mathematics |
| title | Finite-Time H∞ Filtering for Singular Stochastic Systems |
| title_full | Finite-Time H∞ Filtering for Singular Stochastic Systems |
| title_fullStr | Finite-Time H∞ Filtering for Singular Stochastic Systems |
| title_full_unstemmed | Finite-Time H∞ Filtering for Singular Stochastic Systems |
| title_short | Finite-Time H∞ Filtering for Singular Stochastic Systems |
| title_sort | finite time h∞ filtering for singular stochastic systems |
| url | http://dx.doi.org/10.1155/2012/615790 |
| work_keys_str_mv | AT caixialiu finitetimehfilteringforsingularstochasticsystems AT yingqizhang finitetimehfilteringforsingularstochasticsystems AT huixiasun finitetimehfilteringforsingularstochasticsystems |