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An LMI approach to robust $$H_\infty$$ filtering for uncertain systems with time-varying distributed delays. (English) Zbl 1201.93126
Summary: The problem of robust $$H_\infty$$ filtering for uncertain systems with time-varying distributed delays is considered. The uncertainties under discussion are time varying but norm bounded. Based on the Lyapunov stability theory, a sufficient condition for the existence of full order $$H_\infty$$ filters is proposed by a Linear Matrix Inequality (LMI) approach such that the filtering error system is asymptotically stable and satisfies a prescribed attenuation level of noise. A numerical example is given to demonstrate the availability of the proposed method.

##### MSC:
 93E11 Filtering in stochastic control theory 93B36 $$H^\infty$$-control 93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, $$L^p, l^p$$, etc.) in control theory
##### Keywords:
uncertain; delay; robust $$H_\infty$$ filtering; LMI
LMI toolbox
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##### References:
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