H_∞ Filtering for a Class of Singular Stochastic Time-delay Systems

This paper is concerned with the H_∞ filtering problem for a class of singular stochastic time-delay systems. The purpose is the design of a delay-independent filter such that the resulting error system is regular, impulse-free and mean-square stable. Sufficient conditions for solvability of this problem are formulated in terms of a set of linear matrix inequalities(LMIs),and stability theory of stochastic differential equations. Based on these conditions, the delay-independent filter can be constructed. Finally, a simulation example is given to illustrate the effectiveness of the theoretical results.

第36届中国控制会议论文集（B）

2017年

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