L₂ − L∞ filtering for stochastic time-varying delay systems based on the Bessel–Legendre stochastic inequality

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dc.contributor.authorGong, C.
dc.contributor.authorZhu, G.
dc.contributor.authorShi, P.
dc.date.issued2018
dc.descriptionAvailable online 7 November 2017
dc.description.abstractThis paper deals with the L<inf>2</inf>−L<inf>∞</inf> filtering problem for stochastic systems with time-varying delay. First, based on the Bessel–Legendre inequality, a new stochastic integral inequality is established, which is called Bessel–Legendre stochastic inequality. Then, a new Lyapunov–Krasovskii functional is constructed for a stochastic time-varying delay system by utilizing Legende polynomials. With the help of the Bessel–Legendre stochastic inequality and the new Lyapunov–krasovskii functional, an L<inf>2</inf>−L<inf>∞</inf> filter is developed, which can guarantee the filtering error system to be asymptotically mean-square stable with a prescribed L<inf>2</inf>−L<inf>∞</inf> performance level. Finally, numerical examples are given to illustrate the effectiveness of the proposed filtering approach. The example results show that the proposed approach is less conservative than existing ones in designing the L<inf>2</inf>−L<inf>∞</inf> filter for the stochastic time-delay system.
dc.description.statementofresponsibilityCheng Gong, Guopu Zhu, Peng Shi
dc.identifier.citationSignal Processing, 2018; 145:26-36
dc.identifier.doi10.1016/j.sigpro.2017.11.002
dc.identifier.issn0165-1684
dc.identifier.issn1879-2677
dc.identifier.orcidShi, P. [0000-0001-6295-0405] [0000-0001-8218-586X] [0000-0002-0864-552X] [0000-0002-1358-2367] [0000-0002-5312-5435]
dc.identifier.urihttp://hdl.handle.net/2440/113884
dc.language.isoen
dc.publisherElsevier BV
dc.relation.grant61773131
dc.relation.grantU1509217
dc.relation.grant61203005
dc.relation.grant61572489
dc.relation.grant61672554
dc.relation.granthttp://purl.org/au-research/grants/arc/DP170102644
dc.rights© 2017 Elsevier B.V. All rights reserved.
dc.source.urihttps://doi.org/10.1016/j.sigpro.2017.11.002
dc.subjectTime-delay systems; stochastic; asymptotically mean-square stable; Bessel–Legendre inequality; linear matrix inequalities
dc.titleL₂ − L∞ filtering for stochastic time-varying delay systems based on the Bessel–Legendre stochastic inequality
dc.title.alternativeL(2) - L-infinity filtering for stochastic time-varying delay systems based on the Bessel-Legendre stochastic inequality
dc.typeJournal article
pubs.publication-statusPublished

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