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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/4955

Title: Filtering on nonlinear time-delay stochastic systems
Authors: Wang, Z
Ho, DWC
Keywords: Nonlinear filtering
Nonlinear systems
Stochastic exponential ultimate boundedness
Time-delay systems
Algebraic Riccati inequalities
Publication Date: 2003
Publisher: Elsevier
Citation: Automatica, 39(1): 101-109, Jan 2003
Abstract: In this paper, we address the filtering problem for a general class of nonlinear time-delay stochastic systems. The purpose of this problem is to design a full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially ultimately bounded in the mean square. Both filter analysis and synthesis problems are considered. Sufficient conditions are proposed for the existence of desired exponential filters, which are expressed in terms of the solutions to algebraic Riccati inequalities involving scalar parameters. The explicit characterization of the desired filters is also derived. A simulation example is given to illustrate the design procedures and performances of the proposed method.
Description: This is the post print version of the article. The official published version can be obtained from the link below - Copyright @ 2003 Elsevier ltd.
Sponsorship: This work of Z. Wang was supported in part by City University of Hong Kong (CityU SRG No. 7001146), University of Kaiserslautern of Germany and the Alexander von Humboldt Foundation of Germany.
URI: http://bura.brunel.ac.uk/handle/2438/4955
DOI: http://dx.doi.org/10.1016/S0005-1098(02)00178-4
ISSN: 0005-1098
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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