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
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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. |
URL标识 | 查看原文 |
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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