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Title: | Robust filtering with stochastic nonlinearities and multiple missing measurements |
Authors: | Wei, G Wang, Z Shu, H |
Keywords: | Stochastic systems;Nonlinear systems;Uncertain systems;Time-delay;Missing measurements |
Issue Date: | 2009 |
Publisher: | Elsevier |
Citation: | Automatica, 45(3): 836-841, Mar 2009 |
Abstract: | This paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval . Such a probabilistic distribution could be any commonly used discrete distribution over the interval . The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is exponentially mean-square stable. By using the linear matrix inequality (LMI) method, sufficient conditions are established that ensure the exponential mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs. Illustrative examples are exploited to show the effectiveness of the proposed design procedures. |
Description: | This is the post print version of the article. The official published version can be obtained from the link - Copyright 2009 Elsevier Ltd |
URI: | http://bura.brunel.ac.uk/handle/2438/4915 |
DOI: | http://dx.doi.org/10.1016/j.automatica.2008.10.028 |
ISSN: | 0005-1098 |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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