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Title: Error-constrained filtering for a class of nonlinear time-varying delay systems with non-gaussian noises
Authors: Wei, G
Wang, Z
Shen, B
Keywords: Non-Gaussian noises;Nonlinear filtering;Quadratic error constraints;Semi-definite programme method;Time delays;Time-varying systems
Issue Date: 2010
Publisher: IEEE
Citation: IEEE Transactions on Automatic Control, 55(12): 2876 - 2882, Dec 2010
Abstract: In this technical note, the quadratic error-constrained filtering problem is formulated and investigated for discrete time-varying nonlinear systems with state delays and non-Gaussian noises. Both the Lipschitz-like and ellipsoid-bounded nonlinearities are considered. The non-Gaussian noises are assumed to be unknown, bounded, and confined to specified ellipsoidal sets. The aim of the addressed filtering problem is to develop a recursive algorithm based on the semi-definite programme method such that, for the admissible time-delays, nonlinear parameters and external bounded noise disturbances, the quadratic estimation error is not more than a certain optimized upper bound at every time step. The filter parameters are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programme method. A simulation example is exploited to illustrate the effectiveness of the proposed design procedures.
Description: Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
ISSN: 0018-9286
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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