Filtering for a class of nonlinear discrete-time stochastic systems with state delays. (English) Zbl 1152.93053

Wang, Zidong; Lam, James; Liu, Xiaohui

J. Comput. Appl. Math. 201, No. 1, 153-163 (2007).

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.

Reviewer: Salah Hamza Abid (Baghdad)

MSC:

93E11	Filtering in stochastic control theory
93C55	Discrete-time control/observation systems
93C10	Nonlinear systems in control theory
93E03	Stochastic systems in control theory (general)
15A45	Miscellaneous inequalities involving matrices
15A29	Inverse problems in linear algebra

Keywords:

filtering; discrete-time systems; time delay; stochastic systems; matrix inequalities

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