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Title: | H∞ filtering for non-linear systems with stochastic sensor saturations and Markov time delays: The asymptotic stability in probability |
Authors: | Liu, Y Wang, Z He, X Zhou, D |
Keywords: | Probability;Asymptotic stability;H∞ filters;Markov processes;Nonlinear control systems |
Issue Date: | 2016 |
Publisher: | IET |
Citation: | IET Control Theory and Applications, 10(14): pp. 1706 - 1715, (2016) |
Abstract: | This study is concerned with the filtering problem for a class of non-linear systems with stochastic sensor saturations and Markovian measurement transmission delays, where the asymptotic stability in probability is considered. The sensors are subject to random saturations characterised by a Bernoulli distributed sequence. The transmission time delays are governed by a discrete-time Markov chain with finite states. In the presence of the non-linearities, stochastic sensor saturations and Markovian time delays, sufficient conditions are established to guarantee that the filtering process is asymptotically stable in probability without disturbances and also satisfies the H∞ criterion with respect to non-zero exogenous disturbances under the zero-initial condition. Moreover, it is illustrated that the results can be specialised to linear filters. Two simulation examples are presented to show the effectiveness of the proposed algorithms. |
URI: | http://bura.brunel.ac.uk/handle/2438/13694 |
DOI: | http://dx.doi.org/10.1049/iet-cta.2015.1062 |
ISSN: | 1751-8644 |
Appears in Collections: | Dept of Computer Science Research Papers |
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