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DC Field | Value | Language |
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dc.contributor.author | Wei, G | - |
dc.contributor.author | Wang, Z | - |
dc.contributor.author | Shu, H | - |
dc.date.accessioned | 2011-04-01T14:07:22Z | - |
dc.date.available | 2011-04-01T14:07:22Z | - |
dc.date.issued | 2009 | - |
dc.identifier.citation | Automatica, 45(3): 836-841, Mar 2009 | en_US |
dc.identifier.issn | 0005-1098 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/4915 | - |
dc.description | This is the post print version of the article. The official published version can be obtained from the link - Copyright 2009 Elsevier Ltd | en_US |
dc.description.abstract | This paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval . Such a probabilistic distribution could be any commonly used discrete distribution over the interval . The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is exponentially mean-square stable. By using the linear matrix inequality (LMI) method, sufficient conditions are established that ensure the exponential mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs. Illustrative examples are exploited to show the effectiveness of the proposed design procedures. | en_US |
dc.description.sponsorship | This work was supported in part by the Shanghai Natural Science Foundation under Grant 07ZR14002, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, an International Joint Project sponsored by the Royal Society of the UK, the Nuffield Foundation of the UK under Grant NAL/00630/G and the Alexander von Humboldt Foundation of Germany. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Stochastic systems | en_US |
dc.subject | Nonlinear systems | en_US |
dc.subject | Uncertain systems | en_US |
dc.subject | Time-delay | en_US |
dc.subject | Missing measurements | en_US |
dc.title | Robust filtering with stochastic nonlinearities and multiple missing measurements | en_US |
dc.type | Research Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/j.automatica.2008.10.028 | - |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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