Robust H_∞ Filtering with Stability Degree Constraint of a Class of Nonlinear Discrete Time Stochastic Systems

摘要

This paper deals with the robust H_∞ filtering problem for a class of nonlinear discrete time stochastic systems. The system involves system noise, measurement output noise, nonlinear disturbance signal, and external perturbation. The aim of this paper is to design a robust H_∞ filter such that the filtering error system is robustly exponentially stable with a given decay rate, and a prescribed H_∞ disturbance attenuation level is guaranteed. An illustrative numerical example is provided to demonstrate the effectiveness of the proposed method.