|Finite-time L2-L∞ Filtering for Nonlinear Stochastic Systems Based on a Novel Stochastic Finite-time Stability Theorem
Mingzhe Hou*, AiguoWu, and Gunagren Duan
International Journal of Control, Automation, and Systems, vol. 15, no. 2, pp.489-497, 2017
Abstract : "This paper presents a novel stochastic finite-time stability theorem and gives its application in the finitetime
L2 L¥ filter design for nonlinear stochastic systems. Different form the frequently-used stochastic finitetime
stability result, the proposed one does not require that all the states have the same fractional order exponent.
Based on this result, a sufficient condition is given for nonlinear stochastic systems to possess the finite-time L2
L¥ performance with a prescribed gain. Further, an existence condition of the finite-time L2 L¥ filter with a
prescribed disturbance attenuation level is given for nonlinear stochastic systems with external disturbance inputs.
The effectiveness of the obtained results is illustrated by an example."
Finite-time stability, L2L¥ filtering, nonlinear systems, stochastic systems
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