TITLE:
Event-Triggered Finite-Time H∞ Filtering for Discrete-Time Nonlinear Stochastic Systems
AUTHORS:
Aiqing Zhang, Yunyuan Dong
KEYWORDS:
Event-Triggered Scheme, Discrete-Time Nonlinear Stochastic Systems, Stochastic Finite-Time Stable, Linear Matrix Inequalities (LMIS)
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.11 No.1,
January
9,
2023
ABSTRACT: This paper addresses the problem of event-triggered finite-time H∞ filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H∞ filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H∞ filter gain matrices can be expressed in an explicit form.