中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
L 2 − L ∞ Filtering for Stochastic Time-varying Delay Systems Based on the Bessel-Legendre Stochastic Inequality

文献类型:期刊论文

作者Cheng Gong; Guopu Zhu; Peng Shi
刊名Signal Processing
出版日期2018
文献子类期刊论文
英文摘要This paper deals with the L2−L∞ 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 L2−L∞ filter is developed, which can guarantee the filtering error system to be asymptotically mean-square stable with a prescribed L2−L∞ 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 L2−L∞ filter for the stochastic time-delay system.
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语种英语
源URL[http://ir.siat.ac.cn:8080/handle/172644/12559]  
专题深圳先进技术研究院_数字所
作者单位Signal Processing
推荐引用方式
GB/T 7714
Cheng Gong,Guopu Zhu,Peng Shi. L 2 − L ∞ Filtering for Stochastic Time-varying Delay Systems Based on the Bessel-Legendre Stochastic Inequality[J]. Signal Processing,2018.
APA Cheng Gong,Guopu Zhu,&Peng Shi.(2018).L 2 − L ∞ Filtering for Stochastic Time-varying Delay Systems Based on the Bessel-Legendre Stochastic Inequality.Signal Processing.
MLA Cheng Gong,et al."L 2 − L ∞ Filtering for Stochastic Time-varying Delay Systems Based on the Bessel-Legendre Stochastic Inequality".Signal Processing (2018).

入库方式: OAI收割

来源:深圳先进技术研究院

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