Multiobjective Filter Design for Uncertain Stochastic Time-Delay Systems

Subramanian, A.; Sayed, Ali H.

doi:10.1109/TAC.2003.821422

research article

Multiobjective Filter Design for Uncertain Stochastic Time-Delay Systems

Subramanian, A.

•

Sayed, Ali H.

2004

IEEE Transactions on Automatic Control

This note addresses the problem of robust multiobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponentially stable filters with a bounded error variance, exponential rate of decay, and robust performance for the error system.