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https://hdl.handle.net/2440/113884
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Type: | Journal article |
Title: | L₂ − L∞ filtering for stochastic time-varying delay systems based on the Bessel–Legendre stochastic inequality |
Other Titles: | L(2) - L-infinity filtering for stochastic time-varying delay systems based on the Bessel-Legendre stochastic inequality |
Author: | Gong, C. Zhu, G. Shi, P. |
Citation: | Signal Processing, 2018; 145:26-36 |
Publisher: | Elsevier BV |
Issue Date: | 2018 |
ISSN: | 0165-1684 1879-2677 |
Statement of Responsibility: | Cheng Gong, Guopu Zhu, Peng Shi |
Abstract: | This paper deals with the L2−L∞ filtering problem for stochastic systems with time-varying delay. First, based on the Bessel–Legendre inequality, a new stochastic integral inequality is established, which is called Bessel–Legendre stochastic inequality. Then, a new Lyapunov–Krasovskii functional is constructed for a stochastic time-varying delay system by utilizing Legende polynomials. With the help of the Bessel–Legendre stochastic inequality and the new Lyapunov–krasovskii functional, an L2−L∞ filter is developed, which can guarantee the filtering error system to be asymptotically mean-square stable with a prescribed L2−L∞ performance level. Finally, numerical examples are given to illustrate the effectiveness of the proposed filtering approach. The example results show that the proposed approach is less conservative than existing ones in designing the L2−L∞ filter for the stochastic time-delay system. |
Keywords: | Time-delay systems; stochastic; asymptotically mean-square stable; Bessel–Legendre inequality; linear matrix inequalities |
Description: | Available online 7 November 2017 |
Rights: | © 2017 Elsevier B.V. All rights reserved. |
DOI: | 10.1016/j.sigpro.2017.11.002 |
Grant ID: | 61773131 U1509217 61203005 61572489 61672554 http://purl.org/au-research/grants/arc/DP170102644 |
Published version: | http://dx.doi.org/10.1016/j.sigpro.2017.11.002 |
Appears in Collections: | Aurora harvest 8 Electrical and Electronic Engineering publications |
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