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Delay-dependent Energy-to-peak Filter Design for Stochastic Systems with Time Delay: A Delay Partitioning Approach

Yang, Rongni and Gao, Huijun and Shi, Peng and Zhang, Lixian (2009) Delay-dependent Energy-to-peak Filter Design for Stochastic Systems with Time Delay: A Delay Partitioning Approach. In: Proceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. IEEE, 5464, pp. 5472-5477.

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Abstract

The problem of delay-dependent energy-to-peak filter design for a class of stochastic time-delay systems is investigated in this paper. Attention is focused on the design of full-order and reduced-order filters to guarantee a prescribed energy-to-peak performance for the filtering error system. The improvement lies in that the constructed Lyapunov-Krasovskii functional, based on the delay partitioning technique, can guarantee the obtained delay-dependent conditions to be less conservative than the existing results. The obtained results are formulated in the form of linear matrix inequalities (LMIs), which can be readily solved via standard numerical software. Finally, a numerical example is provided to illustrate the effectiveness and merit of the proposed filter design methods.

Item Type: Book Section
ISBN: 9781424438716, e9781424438723
Uncontrolled Keywords: ResPubID17732, Lyapunov methods, delays, filtering theory, linear matrix inequalities, stochastic systems
Subjects: SEO Classification > 970109 Expanding Knowledge in Engineering
Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
FOR Classification > 0199 Other Mathematical Sciences Information Systems
Depositing User: VUIR
Date Deposited: 18 Jan 2014 07:02
Last Modified: 18 Jan 2014 07:02
URI: http://vuir.vu.edu.au/id/eprint/5464
DOI: 10.1109/CDC.2009.5400846
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Citations in Scopus: 1 - View on Scopus

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