摘要
This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.
This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.
作者
Aiqing Zhang
Yunyuan Dong
Aiqing Zhang;Yunyuan Dong(School of Artificial Intelligence, Jianghan University, Wuhan, China)
