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Estimation for Stochastic Nonlinear Systems with Randomly Distributed Time-Varying Delays and Missing Measurements

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  • Yan Che
  • Huisheng Shu
  • Xiu Kan

Abstract

The estimation problem is investigated for a class of stochastic nonlinear systems with distributed time-varying delays and missing measurements. The considered distributed time-varying delays, stochastic nonlinearities, and missing measurements are modeled in random ways governed by Bernoulli stochastic variables. The discussed nonlinearities are expressed by the statistical means. By using the linear matrix inequality method, a sufficient condition is established to guarantee the mean-square stability of the estimation error, and then the estimator parameters are characterized by the solution to a set of LMIs. Finally, a simulation example is exploited to show the effectiveness of the proposed design procedures.

Suggested Citation

  • Yan Che & Huisheng Shu & Xiu Kan, 2012. "Estimation for Stochastic Nonlinear Systems with Randomly Distributed Time-Varying Delays and Missing Measurements," Mathematical Problems in Engineering, Hindawi, vol. 2012, pages 1-15, October.
    • Handle: RePEc:hin:jnlmpe:890512
    DOI: 10.1155/2012/890512
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