Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise
type: Item
instance of: scholarly article
title: Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise
zbMATH Open document ID: 1264.93250
DOI: 10.1155/2012/750841
author: Weihai Zhang
author: Bor-Sen Chen
author: Li Sheng
author: Ming Gao
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: We investigate the problem of robust filter design for a class of nonlinear stochastic systems with state-dependent noise. The state and measurement are corrupted by stochastic uncertain exogenous disturbance and the dynamic system is modeled by Itô-type stochastic differential equations. For this class of nonlinear stochastic systems, the robust \(H_{\infty}\) filter can be designed by solving linear matrix inequalities (LMIs). Moreover, a mixed \(H_2/H_\infty\) filtering problem is also solved by minimizing the total estimation error energy when the worst-case disturbance is considered in the design procedure. A numerical example is provided to illustrate the effectiveness of the proposed method.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93B36
zbMATH DE Number: 6173548
MaRDI profile type: Publication
Wikidata QID: Q58911730
full work available at URL: https://doi.org/10.1155/2012/750841
OpenAlex ID: W2168634117
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description: scientific article; zbMATH DE number 6173548