Robust H ∞ Filtering for General Nonlinear Stochastic State-Delayed Systems

  title={Robust H ∞ Filtering for General Nonlinear Stochastic State-Delayed Systems},
  author={Weihai Zhang and Gang Feng and Qinghua Li},
This paper studies the robustH∞ filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Itô-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential asymptotic mean square H∞ filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear… CONTINUE READING
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