This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-K...This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> 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<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.展开更多
Mixing and coherence are fundamental issues at the heart of understanding fluid dynamics and other non-autonomous dynamical systems. Recently the notion of coherence has come to a more rigorous footing, in particular,...Mixing and coherence are fundamental issues at the heart of understanding fluid dynamics and other non-autonomous dynamical systems. Recently the notion of coherence has come to a more rigorous footing, in particular, within the studies of finite-time nonautonomous dynamical systems. Here we recall “shape coherent sets” which is proven to correspond to slowly evolving curvature, for which tangency of finite time stable foliations (related to a “forward time” perspective) and finite time unstable foliations (related to a “backwards time” perspective) serve a central role. We compare and contrast this perspective to both the variational method of geodesics [17], as well as the coherent pairs perspective [12] from transfer operators.展开更多
文摘This paper addresses the problem of event-triggered finite-time H<sub>∞</sub> 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<sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H<sub>∞</sub> filter gain matrices can be expressed in an explicit form.
文摘Mixing and coherence are fundamental issues at the heart of understanding fluid dynamics and other non-autonomous dynamical systems. Recently the notion of coherence has come to a more rigorous footing, in particular, within the studies of finite-time nonautonomous dynamical systems. Here we recall “shape coherent sets” which is proven to correspond to slowly evolving curvature, for which tangency of finite time stable foliations (related to a “forward time” perspective) and finite time unstable foliations (related to a “backwards time” perspective) serve a central role. We compare and contrast this perspective to both the variational method of geodesics [17], as well as the coherent pairs perspective [12] from transfer operators.
