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Zbl 1152.93053
Wang, Zidong; Lam, James; Liu, Xiaohui
Filtering for a class of nonlinear discrete-time stochastic systems with state delays. (English)
[J] J. Comput. Appl. Math. 201, No. 1, 153-163 (2007). ISSN 0377-0427

For a class of nonlinear discrete time stochastic systems with state delays, the filtering problem is investigated. The researchers developed an algebraic matrix inequality approach to deal with the filter analysis problem, then, they derived a sufficient condition for the existence of the desired filters. The filter design problem is tackled based on the generalized inverse theory. An empirical example is provided to demonstrate the importance of the proposed design method.
[Salah Hamza Abid (Baghdad)]

MSC 2000:: *93E11 Filtering in stochastic control
93C55 Discrete-time control systems
93C10 Nonlinear control systems
93E03 General theory of stochastic systems
15A45 Miscellaneous inequalities involving matrices
15A29 Inverse problems in matrix theory

Keywords: filtering; discrete-time systems; time delay; stochastic systems; matrix inequalities

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