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Title: | Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes |
Authors: | Wang, S Wang, Z Dong, H Shen, B Chen, Y |
Keywords: | quadratic filtering;non-Gaussian noises;binary encoding schemes;matrix difference equations;boundedness |
Issue Date: | 25-Sep-2023 |
Publisher: | Elsevier |
Citation: | Wang, S. et al. (2023) 'Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes', Automatica, 158, 111268, pp. 1 - 12. doi: 10.1016/j.automatica.2023.111268. |
Abstract: | This paper is concerned with the recursive quadratic filtering problem for a class of linear discrete-time systems subject to non-Gaussian noises. Considering its robustness against channel noises, the binary encoding scheme is utilized in the process of data transmission from sensors to the filter. Under such a scheme, the original signal is first encoded into a bit string, and then transmitted via memoryless binary symmetric channels (with certain crossover probabilities). Subsequently, the received bit string is recovered by a decoder at the receiver end. The primary purpose of this paper is to design a recursive quadratic filter for the underlying non-Gaussian systems with a minimized upper bound on the filtering error covariance. For this purpose, an augmented system is first constructed by aggregating the original vectors and their second-order Kronecker powers. Accordingly, an upper bound on the filtering error covariance is obtained in the form of solutions to certain Riccati-like difference equations, and the obtained bound is then minimized by properly choosing the filter parameter. Moreover, sufficient conditions are established to guarantee the boundedness of filtering error covariance. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed quadratic filtering algorithm. |
URI: | https://bura.brunel.ac.uk/handle/2438/27388 |
DOI: | https://doi.org/10.1016/j.automatica.2023.111268 |
ISSN: | 0005-1098 |
Other Identifiers: | ORCID iD: Zidong Wang https://orcid.org/0000-0002-9576-7401 111268 |
Appears in Collections: | Dept of Computer Science Embargoed Research Papers |
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