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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/4701

Title: Robust H∞ finite-horizon filtering with randomly occurred nonlinearities and quantization effects
Authors: Shen, B
Wang, Z
Shu, H
Wei, G
Keywords: Stochastic systems
Discrete time-varying systems
H∞ filtering
Recursive linear matrix inequalities
Randomly occurred nonlinearities
Quantization effects
Publication Date: 2010
Publisher: Elsevier
Citation: Automatica, 46(11): 1743-1751, Nov 2010
Abstract: In this paper, the robust H∞ finite-horizon filtering problem is investigated for discrete time-varying stochastic systems with polytopic uncertainties, randomly occurred nonlinearities as well as quantization effects. The randomly occurred nonlinearity, which describes the phenomena of a nonlinear disturbance appearing in a random way, is modeled by a Bernoulli distributed white sequence with a known conditional probability. A new robust H∞ filtering technique is developed for the addressed Itô-type discrete time-varying stochastic systems. Such a technique relies on the forward solution to a set of recursive linear matrix inequalities and is therefore suitable for on-line computation. It is worth mentioning that, in the filtering process, the information of both the current measurement and the previous state estimate is employed to estimate the current state. Finally, a simulation example is exploited to show the effectiveness of the method proposed in this paper.
Description: The official published version of this article can be found at the link below.
Sponsorship: This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National 973 Program of China under Grant 2009CB320600, the National Natural Science Foundation of China under Grant 60974030, the Shanghai Natural Science Foundation of China under Grant 10ZR1421200, and the Alexander von Humboldt Foundation of Germany.
URI: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V21-50K53VG-3&_user=545641&_coverDate=11%2F30%2F2010&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1623167129&_rerunOrigin=google&_acct=C000027918&_version=1&_urlVersion=0&_userid=545641&md5=d4a256a568a133acdf43fbba6ba6fae7&searchtype=a
http://bura.brunel.ac.uk/handle/2438/4701
DOI: http://dx.doi.org/10.1016/j.automatica.2010.06.041
ISSN: 0005-1098
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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