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Zhang, W., Chen, B.S. and Tseng, C.S. (2005) Robust H∞ Filtering for Nonlinear Stochastic Systems. IEEE Transactions on Signal Processing, 53, 589-598.
https://doi.org/10.1109/TSP.2004.840724

has been cited by the following article:

• TITLE: Event-Triggered Finite-Time H∞ Filtering for Discrete-Time Nonlinear Stochastic Systems

  AUTHORS: Aiqing Zhang, Yunyuan Dong

  KEYWORDS: Event-Triggered Scheme, Discrete-Time Nonlinear Stochastic Systems, Stochastic Finite-Time Stable, Linear Matrix Inequalities (LMIS)

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.11 No.1, January 9, 2023

  ABSTRACT: This paper addresses the problem of event-triggered finite-time H∞ filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H∞ filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H∞ filter gain matrices can be expressed in an explicit form.