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|Title: ||Error-constrained filtering for a class of nonlinear time-varying delay systems with non-gaussian noises|
|Authors: ||Wei, G|
|Keywords: ||Non-Gaussian noises|
Quadratic error constraints
Semi-definite programme method
|Publication Date: ||2010|
|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.|
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|Sponsorship: ||This work was supported in part by the Leverhulme Trust of the U.K., the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the
U.K., the National Natural Science Foundation of China under Grant 61028008
and Grant 61074016, the Shanghai Natural Science Foundation of China under Grant 10ZR1421200, and the Alexander von Humboldt Foundation of Germany.
Recommended by Associate Editor E. Fabre.|
|Appears in Collections:||School of Information Systems, Computing and Mathematics Research Papers|
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