H∞ filtering of the output probability density functions for the stochastic singular systems

This article is concerned with the problem of H
∞
filtering for output PDFs of the stochastic singular dynamics which is modeled by B-spline functions. For a given stochastic singular system, the purpose is to design static and dynamical filter such that resulting filtering error system is regular, impulse free and mean-square stable and guarantees H
∞
performance. We also derive sufficient linear matrix inequality(LMI) conditions for the existence of such a filter with free variables. Finally, we give a numerical example to show the effectiveness of the proposed method.