In this paper, we study the problem of Kalman filtering for a class of linear continuous-time interval systems with delay-dependent conditions. By employing a Lyapunov-Krasovskii functional approach, it is proven that the dynamics of the estimation error is stochastically exponential stable in the mean square. Sufficient conditions are proposed to guarantee the existence of the desired robust Kalman filters by solving linear matrix inequality which is delay dependent. A numerical example is worked out to illustrate the validity of the theoretical results.
關聯:
International Journal of General Systems, 33(4): 431-442
