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Robust H∞ filtering for polytopic uncertain stochastic systems under quantized sampled outputs

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  • Yang, Te
  • Chen, Guoliang
  • Xia, Jianwei
  • Wang, Zhen
  • Sun, Qun

Abstract

In this paper, the robust H∞ filtering of polytopic uncertain stochastic systems is designed under quantized sampled outputs. An novel parameters-dependent time-scheduled Lyapunov functional is constructed using segmentation technology and linear interpolation. Based on this new Lyapunov functional and convex combination method, sufficient stochastic exponential stability criteria of the filtering error dynamics are proposed and a prescribed H∞ performance level can be guaranteed by designing the stochastically stable filter. The better H∞ performance can be obtained with a larger interval dividing parameter. A numerical example is provided to illustrate the effectiveness of the proposed method.

Suggested Citation

  • Yang, Te & Chen, Guoliang & Xia, Jianwei & Wang, Zhen & Sun, Qun, 2019. "Robust H∞ filtering for polytopic uncertain stochastic systems under quantized sampled outputs," Applied Mathematics and Computation, Elsevier, vol. 347(C), pages 688-701.
    • Handle: RePEc:eee:apmaco:v:347:y:2019:i:c:p:688-701
    DOI: 10.1016/j.amc.2018.11.035
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    References listed on IDEAS

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    5. Zhou, Jianping & Sang, Chengyan & Li, Xiao & Fang, Muyun & Wang, Zhen, 2018. "H∞ consensus for nonlinear stochastic multi-agent systems with time delay," Applied Mathematics and Computation, Elsevier, vol. 325(C), pages 41-58.
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    Cited by:

    1. Zeng, Pengyu & Deng, Feiqi & Gao, Xiaobin & Liu, Xiaohua, 2021. "Sampled-data resilient H∞ control for networked stochastic systems subject to multiple attacks," Applied Mathematics and Computation, Elsevier, vol. 405(C).
    2. Liu, Wenhui & Lu, Junwei & Xu, Shengyuan & Li, Yongmin & Zhang, Zhengqiang, 2019. "Sampled-data controller design and stability analysis for nonlinear systems with input saturation and disturbances," Applied Mathematics and Computation, Elsevier, vol. 360(C), pages 14-27.
    3. Huang, Xin & Liu, Yamin & Wang, Yang & Zhou, Jianping & Fang, Muyun & Wang, Zhen, 2020. "L2−L∞ consensus of stochastic delayed multi-agent systems with ADT switching interaction topologies," Applied Mathematics and Computation, Elsevier, vol. 368(C).
    4. Wang, Zhichuang & Chen, Guoliang & Ba, Hezhen, 2019. "Stability analysis of nonlinear switched systems with sampled-data controllers," Applied Mathematics and Computation, Elsevier, vol. 357(C), pages 297-309.
    5. Dai, Mingcheng & Huang, Zhengguo & Xia, Jianwei & Meng, Bo & Wang, Jian & Shen, Hao, 2019. "Non-fragile extended dissipativity-based state feedback control for 2-D Markov jump delayed systems," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.

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