# Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay

### Eli Gershon, Uri Shaked

#### Abstract

Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of robust vertex-dependant polytopic H_∞ filtering is solved, for the stationary case, via an input-output approach by which the system is replaced by a non-retarded system with deterministic norm-bounded uncertainties. A vertex-dependent solution is obtained by applying a modified version of the Finsler lemma. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance index with respect to the uncertain parameters.

Download#### Paper Citation

#### in Harvard Style

Gershon E. and Shaked U. (2017). **Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay** . In *Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,* ISBN 978-989-758-263-9, pages 621-628. DOI: 10.5220/0006432706210628

#### in Bibtex Style

@conference{icinco17,

author={Eli Gershon and Uri Shaked},

title={Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay},

booktitle={Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},

year={2017},

pages={621-628},

publisher={SciTePress},

organization={INSTICC},

doi={10.5220/0006432706210628},

isbn={978-989-758-263-9},

}

#### in EndNote Style

TY - CONF

JO - Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,

TI - Robust Vertex-dependant H_∞ Filtering of Stochastic Discrete-time Systems with Delay

SN - 978-989-758-263-9

AU - Gershon E.

AU - Shaked U.

PY - 2017

SP - 621

EP - 628

DO - 10.5220/0006432706210628