Robust H∞ filtering with stability degree constraint of a class of nonlinear discrete time stochastic systems

Abstract

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.