Journal of Northeastern University ›› 2009, Vol. 30 ›› Issue (2): 158-161.DOI: -

• OriginalPaper • Previous Articles     Next Articles

Fuzzy hyperbolic H filter for a class of nonlinear stochastic systems

Xie, Xiang-Peng (1); Zhang, Hua-Guang (1)   

  1. (1) Key Laboratory of Integrated Automation of Process Industry, Northeastern University, Shenyang 110004, China; (2) School of Information Science and Engineering, Northeastern University, Shenyang 110004, China
  • Received:2013-06-22 Revised:2013-06-22 Online:2009-02-15 Published:2013-06-22
  • Contact: Xie, X.-P.
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Abstract: Studies the problem of fuzzy H filter for Ito-type nonlinear stochastic systems. With the fuzzy hyperbolic rule base defined, the stochastic fuzzy hyperbolic model (SFHM) is developed. The superiority of SFHM over Takagi-Sugeno (T-S) fuzzy model in practice is mainly that no identification of preconditional structure and complete parameter space are needed, especially SFHM costs obviously less than T-S fuzzy model in computation when a lot of fuzzy rules are needed. Furthermore, based on SFHM, the H filter is designed to transform the second-order nonlinear Hamilton-Jacobi inequality problem which is difficult to solve in the design of nonlinear stochastic H filter into the problem of linear matrix inequality, and the fuzzy hyperbolic H filter is therefore given by solving the linear matrix inequalities instead. Simulation example is provided to illustrate the effectiveness of the proposed approach.

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