Regular Papers

International Journal of Control, Automation and Systems 2017; 15(2): 489-497

Published online March 8, 2017

https://doi.org/10.1007/s12555-015-0385-4

© The International Journal of Control, Automation, and Systems

Finite-time L2-L∞ Filtering for Nonlinear Stochastic Systems Based on a Novel Stochastic Finite-time Stability Theorem

Mingzhe Hou*, AiguoWu, and Gunagren Duan

Harbin Institute of Technology

Abstract

This paper presents a novel stochastic finite-time stability theorem and gives its application in the finitetime L2-L∞ filter design for nonlinear stochastic systems. Different form the frequently-used stochastic finitetime stability result, the proposed one does not require that all the states have the same fractional order exponent. Based on this result, a sufficient condition is given for nonlinear stochastic systems to possess the finite-time L2-L∞ performance with a prescribed gain. Further, an existence condition of the finite-time L2-L∞ filter with a prescribed disturbance attenuation level is given for nonlinear stochastic systems with external disturbance inputs. The effectiveness of the obtained results is illustrated by an example."

Keywords Finite-time stability, L2-L∞ filtering, nonlinear systems, stochastic systems

Article

Regular Papers

International Journal of Control, Automation and Systems 2017; 15(2): 489-497

Published online April 1, 2017 https://doi.org/10.1007/s12555-015-0385-4

Copyright © The International Journal of Control, Automation, and Systems.

Finite-time L2-L∞ Filtering for Nonlinear Stochastic Systems Based on a Novel Stochastic Finite-time Stability Theorem

Mingzhe Hou*, AiguoWu, and Gunagren Duan

Harbin Institute of Technology

Abstract

This paper presents a novel stochastic finite-time stability theorem and gives its application in the finitetime L2-L∞ filter design for nonlinear stochastic systems. Different form the frequently-used stochastic finitetime stability result, the proposed one does not require that all the states have the same fractional order exponent. Based on this result, a sufficient condition is given for nonlinear stochastic systems to possess the finite-time L2-L∞ performance with a prescribed gain. Further, an existence condition of the finite-time L2-L∞ filter with a prescribed disturbance attenuation level is given for nonlinear stochastic systems with external disturbance inputs. The effectiveness of the obtained results is illustrated by an example."

Keywords: Finite-time stability, L2-L&infin, filtering, nonlinear systems, stochastic systems

IJCAS
February 2025

Vol. 23, No. 2, pp. 359~682

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