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Filtering for a class of nonlinear discrete-time stochastic systems with state delays. (English) Zbl 1152.93053
For a class of nonlinear discrete time stochastic systems with state delays, the filtering problem is investigated. The researchers developed an algebraic matrix inequality approach to deal with the filter analysis problem, then, they derived a sufficient condition for the existence of the desired filters. The filter design problem is tackled based on the generalized inverse theory. An empirical example is provided to demonstrate the importance of the proposed design method.
MSC:
93E11Filtering in stochastic control
93C55Discrete-time control systems
93C10Nonlinear control systems
93E03General theory of stochastic systems
15A45Miscellaneous inequalities involving matrices
15A29Inverse problems in matrix theory