{"title":"马尔可夫切换中立型随机系统的H[∞]滤波","authors":"Bo Song, Zhengguang Wu","doi":"10.1109/IMCCC.2014.119","DOIUrl":null,"url":null,"abstract":"This paper investigates the H<sub>∞</sub> filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H<sub>∞</sub> filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H<sub>∞</sub> performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.","PeriodicalId":152074,"journal":{"name":"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control","volume":"52 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"H[infinity] Filtering for Neutral Stochastic Systems with Markovian Switching\",\"authors\":\"Bo Song, Zhengguang Wu\",\"doi\":\"10.1109/IMCCC.2014.119\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper investigates the H<sub>∞</sub> filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H<sub>∞</sub> filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H<sub>∞</sub> performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.\",\"PeriodicalId\":152074,\"journal\":{\"name\":\"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control\",\"volume\":\"52 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-09-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/IMCCC.2014.119\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IMCCC.2014.119","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
H[infinity] Filtering for Neutral Stochastic Systems with Markovian Switching
This paper investigates the H∞ filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H∞ filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H∞ performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.