时变时滞的随机系统的L_2-L_∞滤波分析问题

L_2- L_∞ filter design for stochastic system with time- varying delay

研究了带有时变时滞的随机系统的L_2-L_∞滤波设计问题.选取适当的Lyapunov泛函,引用自由权矩阵的方法,基于线性矩阵不等式的可解性提出了时滞相关的滤波器设计的充分条件.

The problem of L2- L∞ filter design for stochastic system with time- varying delay is discussed in this paper. By adopting a suitable Lyapunov functional and introducing free-weighting matrix,a sufficient condition of delay-dependent L2- L∞ filter design was given by linear matrix inequality（ LMI）.