This paper deals with the reduced-order H∞ filtering problem for stochastic systems. Necessary and sufficient conditions are obtained for the existence of solutions to the continuous-time and discrete-time problems in terms of certain linear matrix inequalities (LMIs) and a coupling nonconvex rank constraint condition. Furthermore, when these conditions are feasible, an explicit parametrization of all desired reduced-order filters corresponding to a feasible solution is given. In particular, when the reduced-order filter is restricted to be a static one, then simple conditions expressed by LMIs only without any rank constraints are derived, and a parametrization of all solutions is also given. Finally, an illustrative example is provided to show the effectiveness of the proposed approach.

This paper deals with the problems of positive real (PR) analysis and PR control for uncertain discrete-time descriptor systems. The parameter uncertainties are assumed to be time-invariant norm bounded and appear in both the state and input matrices. A new necessary and sufficient condition for a discrete-time descriptor system to be regular, causal, stable and extended strictly PR (ESPR) is proposed in terms of a strict linear matrix inequality. Based on this, the concepts of strong robust admissibility with ESPR and strong robust admissibilizability with ESPR were introduced. Without any additional assumptions on the system matrices, necessary and sufficient conditions for strong robust admissibility with ESPR and strong robust admissibilizability with ESPR are obtained. Through these results, the problems of PR analysis and PR control are solved. Furthermore, an explicit expression of a desired state feedback controller is also given, which involves no decomposition of the system matrices.

This note provides an improved asymptotic stability condition for time-delay systems in terms of a strict linear matrix inequality.Unlike previous methods, the mathematical development avoids bounding certain cross terms which often leads to conservatism. When time-varying norm-bounded uncertainties appear in a delay system, an improved robust delay-dependent stability condition is also given. Examples are provided to demonstrate the reduced conservatism of the proposed conditions.

This paper deals with the problem of H∞ output feedback control for uncertain stochastic systems with time-varying delays. The parameter uncertainties are assumed to be time-varying norm-bounded. The aim is the design of a full-order dynamic output feedback controller ensuring robust exponential mean-square stability and a prescribed H∞ performance level for the resulting closed-loop system, irrespective of the uncertainties. A sufficient condition for the existence of such an output feedback controller is obtained and the expression of desired controllers is given

This note is concerned with the H∞ and positive-real control problems for linear neutral delay systems. The purpose of H∞ control is the design of a memoryless state feedback controller which stabilizes the neutral delay system and reduces the H∞ norm of the closed-loop transfer function from the disturbance to the controlled output to a prescribed level, while the purpose of positive-real control is to design a memoryless state feedback controller such that the resulting closed-loop system is stable and the closed-loop transfer function is extended strictly positive real. Sufficient conditions for the existence of the desired controllers are given in terms of a linear matrix inequality (LMI). When this LMI is feasible, the expected memoryless state feedback controllers can be easily constructed via convex optimization.