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
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
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.
Mingzhe Hou*, AiguoWu, and Gunagren Duan
Harbin Institute of Technology
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
Vol. 23, No. 2, pp. 359~682
Chenguang Wu* and Yanjun Shen
International Journal of Control, Automation, and Systems 2025; 23(1): 162-174Fan Wang, Zidong Wang, Jinling Liang* and Jun Yang
International Journal of Control, Automation and Systems 2020; 18(3): 629-642Lvpeng Han, Kerui Peng, Wangxing Chen, and Zhaobing Liu*
International Journal of Control, Automation, and Systems 2025; 23(1): 249-261