Delay-Probability-Distribution-Dependent FIR Filtering Design with Envelope Constraints

This paper studies the problem of finite-impulse response (FIR) filtering design of time-delay system. The time-delay considered here is time-varying meanwhile with a certain stochastic characteristic, and the probability of delay distribution is assumed to be known. Furthermore, the requirement of pulse-shape is also considered in filter design. Employing the information about the size and probability distribution of delay, a delay-probability-distribution-dependent criterion is proposed for the filtering error system. Based on a Lyapunov-Krasovskii functional, a set of linear matrix inequalities (LMIs) are formulated to solve the problem. At last, a numerical example is used to demonstrate the effectiveness of the filter design approach proposed in the paper.