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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.

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
LMI toolbox
Full Text: DOI
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