Robust Filtering for Nonlinear Stochastic Delay Systems with Multiplicative Noise and Jumps
Chinese Control and Decision Conference (CCDC)（2019）
Shandong Univ Sci & Technol
Abstract
In this paper, the robust H ∞ filtering problem of nonlinear stochastic systems with delay and infinite Markov jumps was studied. Based on a nonlinear stochastic bounded real lemma and the filtering equation, we constructed the asymptotically mean square H ∞ filtering and the exponentially mean square H ∞ filtering via solving Hamilton-Jacobi inequalities. A numerical example was given to show the effectiveness of the proposed results.
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Key words
Nonlinear Stochastic Systems,Robust Filtering,Hamilton-Jacobi Inequality,Infinite Markov Jumps,Time-Varying Delay
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