Luenberger-type observer design for stochastic time-delay systems. (English) Zbl 1270.93107
Summary: This paper deals with the problem of an observer design for stochastic time-delay systems. The system states are unmeasured. We derive delay-dependent LMI criteria by means of the Leibniz-Newton formula, the Itô’s differential operator and stochastic Lyapunov stability theory in order to obtain sufficient conditions for the asymptotic stability in the mean square for the closed-loop stochastic time-delay system. The proposed conditions are easily and numerically tractable via a Matlab LMI toolbox. The effectiveness of the control strategy is verified by numerical experiments.
MSC:
| 93E03 | Stochastic systems in control theory (general) |
| 93D20 | Asymptotic stability in control theory |
| 93E24 | Least squares and related methods for stochastic control systems |
Keywords:
delay-dependent criteria; stochastic time-delay systems; observer design; asymptotical stabilityReferences:
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