Gain scheduled L-two-L-infinity filtering for neutral systems with jumping and time-varying parameters

Abstract

In this paper, global exponential stochastic stability based continuous gain-scheduled robust L-two-L-infinity filtering problem is studied for a class of stochastic neutral systems subject to time-varying parameters. First, the stochastic time-varying neutral systems are described by a series of stochastic time-constant systems at some selected time points, then based on stochastic Lyapunov-Krasovskii functional approach, a new globally exponentially stochastically stabilizable criterion is derived for each of the jumping system by means of linear matrix inequalities. Subsequently, L-two-L-infinity filtering systems are designed for such linear jump systems. Finally, continuous gain-scheduled approach is employed to design time-varying filter systems for the whole working region. A simulation example shows the effectiveness and potential of the developed techniques. © 2012 South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.