Automatica, Vol.39, No.3, 509-516, 2003
Robust H-infinity filtering for uncertain impulsive stochastic systems under sampled measurements
This paper is concerned with the problem of robust H-infinity filtering for uncertain impulsive stochastic systems under sampled measurements. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is to design a stochastically stable filter, using the locally sampled measurements, which ensures both the robust stochastic stability and a prescribed level of H-infinity performance for the filtering error dynamics for all admissible uncertainties. A sufficient condition for the existence of such a filter is proposed in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. An example is provided to demonstrate the effectiveness of the proposed approach.
Keywords:H-infinity filtering;impulsive systems;linear matrix inequality;sampled measurements;stochastic systems;uncertain systems