Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/3156
Title: Robust H2 filtering for a class of systems with stochastic nonlinearities
Authors: Yang, F
Wang, Z
Ho, DWC
Liu, X
Keywords: Deterministic uncertainty; Linear matrix inequality (LMI); Robust H2 filtering; Stochastic nonlinearity
Issue Date: 2006
Publisher: IEEE
Citation: IEEE Transactions on Circuits and Systems II: Express Briefs, 53(3): 235 - 239
Abstract: This paper addresses the robust H2 filtering problem for a class of uncertain discrete-time nonlinear stochastic systems. The nonlinearities described by statistical means in this paper comprise some well-studied classes of nonlinearities in the literature. A technique is developed to tackle the matrix trace terms resulting from the nonlinearities, and the well-known S-procedure technique is adopted to cope with the uncertainties. A unified framework is established to solve the addressed robust H2 filtering problem by using a linear matrix inequality approach. A numerical example is provided to illustrate the usefulness of the proposed method.
Description: Copyright [2006] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
URI: http://bura.brunel.ac.uk/handle/2438/3156
ISSN: 1549-7747
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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