robust filtering for general nonlinear stochastic state-delayed systems为一般非线性随机state-delayed系统鲁棒滤波.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2012, Article ID 231352, 15 pages doi:10.1155/2012/231352 Research Article Robust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems Weihai Zhang,1 Gang Feng,2 and Qinghua Li3 1 College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao 266510, China 2 Department of Mechanical and Biomedical Engineering, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong 3 School of Electronic Information and Control Engineering, Shandong Polytechnic University, Jinan 250353, China Correspondence should be addressed to Weihai Zhang, w hzhang@163.com Received 3 July 2011; Accepted 24 August 2011 Academic Editor: Xue-Jun Xie Copyright q 2012 Weihai Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper studies the robust H∞ filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Ito-type equation. Based on a nonlinear stochastic bounded real lemma and an ˆ exponential estimate formula, an exponential asymptotic mean square H∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the