Abstract:
The problem of robust
L2-
L∞filtering for a class of uncertain stochastic linear repetitive processes is investigated. A full-order filter is designed which guarantee mean-square asymptotically stable of uncertain stochastic linear repetitive processes.The sufficient conditions for the existence of
L2-
L∞full-order filter are proposed,and the corresponding filter design is cast into a convex optimization problem.The designed full-order filter can ensure
L2-
L∞performance is smaller than given γ for the repetitive processes with respect to all energy-bounded external disturbance signals.A numerical example illustrates the effectiveness of the proposed design scheme.