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DC Field | Value | Language |
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dc.contributor.author | Ma, L | - |
dc.contributor.author | Wang, Z | - |
dc.contributor.author | Lam, HK | - |
dc.contributor.author | Alsaadi, FE | - |
dc.contributor.author | Liu, X | - |
dc.date.accessioned | 2016-03-10T13:36:51Z | - |
dc.date.available | 2016-01-01 | - |
dc.date.available | 2016-03-10T13:36:51Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Automation and Remote Control, 77(1): pp. 37 - 54, (2016) | en_US |
dc.identifier.issn | 0005-1179 | - |
dc.identifier.uri | http://link.springer.com/article/10.1134%2FS0005117916010033 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/12320 | - |
dc.description.abstract | This paper is concerned with the probability-constrained filtering problem for a class of time-varying nonlinear stochastic systems with estimation error variance constraint. The stochastic nonlinearity considered is quite general that is capable of describing several well-studied stochastic nonlinear systems. The second-order statistics of the noise sequence are unknown but belong to certain known convex set. The purpose of this paper is to design a filter guaranteeing a minimized upper-bound on the estimation error variance. The existence condition for the desired filter is established, in terms of the feasibility of a set of difference Riccati-like equations, which can be solved forward in time. Then, under the probability constraints, a minimax estimation problem is proposed for determining the suboptimal filter structure that minimizes the worst-case performance on the estimation error variance with respect to the uncertain second-order statistics. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed method. | en_US |
dc.format.extent | 37 - 54 | - |
dc.language.iso | en | en_US |
dc.publisher | Pleiades Publishing | en_US |
dc.subject | Probability constraint | en_US |
dc.subject | Time-varying systems | en_US |
dc.subject | Measurements degradation | en_US |
dc.subject | Stochastic nonlinearity | en_US |
dc.subject | Parameter uncertainty | en_US |
dc.title | Robust filtering for a class of nonlinear stochastic systems with probability constraints | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1134/S0005117916010033 | - |
dc.relation.isPartOf | Automation and Remote Control | - |
pubs.issue | 1 | - |
pubs.publication-status | Published | - |
pubs.volume | 77 | - |
Appears in Collections: | Dept of Computer Science Research Papers |
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Fulltext.pdf | 207.39 kB | Adobe PDF | View/Open |
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