2018/12/20 by Tianliang Zhang, Zhang, Tianliang, Feiqi Deng +3
Engineering · Health Professions · #FOS: Mathematics #Global Health Care Issues #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems
paper · pdf · doi:10.48550/arxiv.1812.08307
openalex publication_date 2018/12/20 · openalex created_date 2018/12/22 · openalex updated_date 2026/07/28
This paper mainly discusses the H∞ filtering of general nonlinear discrete time-varying stochastic systems. A nonlinear discrete-time stochastic bounded real lemma (SBRL) is firstly obtained by means of the smoothness of the conditional mathematical expectation, and then, based on the given SBRL and a stochastic LaSalle-type theorem, a sufficient condition for the existence of the H_∞ filtering of general nonlinear discrete time-varying stochastic systems is presented via a new introduced Hamilton-Jacobi inequality (HJI), which is easily verified. When the worst-case disturbance \v^*k\_k∈ \mathcal N is considered, the suboptimal H2/H_∞ filtering is studied. Two examples including a practical engineering example show the effectiveness of our main results.