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DC Field | Value | Language |
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dc.contributor.author | Wang, Z | - |
dc.contributor.author | Ho, DWC | - |
dc.date.accessioned | 2011-04-04T11:03:13Z | - |
dc.date.available | 2011-04-04T11:03:13Z | - |
dc.date.issued | 2003 | - |
dc.identifier.citation | Automatica, 39(1): 101-109, Jan 2003 | en_US |
dc.identifier.issn | 0005-1098 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/4955 | - |
dc.description | This is the post print version of the article. The official published version can be obtained from the link below - Copyright @ 2003 Elsevier ltd. | en_US |
dc.description.abstract | In this paper, we address the filtering problem for a general class of nonlinear time-delay stochastic systems. The purpose of this problem is to design a full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially ultimately bounded in the mean square. Both filter analysis and synthesis problems are considered. Sufficient conditions are proposed for the existence of desired exponential filters, which are expressed in terms of the solutions to algebraic Riccati inequalities involving scalar parameters. The explicit characterization of the desired filters is also derived. A simulation example is given to illustrate the design procedures and performances of the proposed method. | en_US |
dc.description.sponsorship | This work of Z. Wang was supported in part by City University of Hong Kong (CityU SRG No. 7001146), University of Kaiserslautern of Germany and the Alexander von Humboldt Foundation of Germany. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Nonlinear filtering | en_US |
dc.subject | Nonlinear systems | en_US |
dc.subject | Stochastic exponential ultimate boundedness | en_US |
dc.subject | Time-delay systems | en_US |
dc.subject | Algebraic Riccati inequalities | en_US |
dc.title | Filtering on nonlinear time-delay stochastic systems | en_US |
dc.type | Research Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/S0005-1098(02)00178-4 | - |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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