{"title":"H[infinity] Filtering for Neutral Stochastic Systems with Markovian Switching","authors":"Bo Song, Zhengguang Wu","doi":"10.1109/IMCCC.2014.119","DOIUrl":null,"url":null,"abstract":"This paper investigates the H<sub>∞</sub> filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H<sub>∞</sub> filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H<sub>∞</sub> performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.","PeriodicalId":152074,"journal":{"name":"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control","volume":"52 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 Fourth International Conference on Instrumentation and Measurement, Computer, Communication and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IMCCC.2014.119","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper investigates the H∞ filtering problem for neutral stochastic systems with Markovian switching. By the Lyapunov stability theory, this paper designs an H∞ filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed H∞ performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.