Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/14125
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yang, F | - |
dc.contributor.author | Li, Y | - |
dc.contributor.author | Liu, X | - |
dc.date.accessioned | 2017-02-24T11:37:40Z | - |
dc.date.available | 2008 | - |
dc.date.available | 2017-02-24T11:37:40Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | IEEE International Conference on Networking, Sensing and Control, (ICNSC), 6-8 April 2008, pp. 880 - 884, (2008) | en_US |
dc.identifier.isbn | 978-1-4244-1685-1 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/14125 | - |
dc.description.abstract | In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate the systems states based on the current observation and known deterministic input signals. A free parameter is introduced in the filter to handle the uncertain input matrix in the known deterministic input term. In addition, unlike the existing variance constrained filters, which are constructed by the previous observation, the filter is formed from the current observation. A time-varying linear matrix inequality (LMI) approach is used to derive an upper bound of the state estimation error variance. The optimal bound is obtained by solving a convex optimisation problem via Semi-Definite Programming (SDP) approach. Simulation results are provided to demonstrate the effectiveness of the proposed method. | en_US |
dc.format.extent | 880 - 884 | - |
dc.language.iso | en | en_US |
dc.publisher | IEEE | en_US |
dc.source | IEEE International Conference on Networking, Sensing and Control | - |
dc.source | IEEE International Conference on Networking, Sensing and Control | - |
dc.subject | Noise robustness | en_US |
dc.subject | Discrete time filters | en_US |
dc.subject | Gaussian noise | en_US |
dc.subject | State estimation | en_US |
dc.title | Robust variance constrained filter design for systems with non-gaussian noises | en_US |
dc.type | Conference Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1109/ICNSC.2008.4525340 | - |
Appears in Collections: | Dept of Computer Science Research Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
FullText.pdf | 1.28 MB | Adobe PDF | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.