Robust finite-horizon filtering of time-varying networked systems with error variance constraints

Hongli Dong; Zidong Wang; Daniel W.C. Ho; Huijun Gao

doi:10.1109/ICCA.2010.5524395

Robust finite-horizon filtering of time-varying networked systems with error variance constraints

Hongli Dong^*
, Zidong Wang
, Daniel W.C. Ho
, Huijun Gao

^*Corresponding author for this work

School of Astronautics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In this paper, the robust finite-horizon filtering problem is investigated for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. The stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The measurement missing phenomenon is also considered. Sufficient conditions are derived for a finite-horizon filter to satisfy the estimation error variance constraints. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). An illustrative simulation example is given to show the the effectiveness of the proposed algorithm.

Original language	English
Title of host publication	2010 8th IEEE International Conference on Control and Automation, ICCA 2010
Pages	590-595
Number of pages	6
DOIs	https://doi.org/10.1109/ICCA.2010.5524395
State	Published - 2010
Event	2010 8th IEEE International Conference on Control and Automation, ICCA 2010 - Xiamen, China Duration: 9 Jun 2010 → 11 Jun 2010

Publication series

Name	2010 8th IEEE International Conference on Control and Automation, ICCA 2010

Conference

Conference	2010 8th IEEE International Conference on Control and Automation, ICCA 2010
Country/Territory	China
City	Xiamen
Period	9/06/10 → 11/06/10

Keywords

Discrete time-varying systems
Error variance constraint.
Recursive matrix inequalities
Stochastic nonlinearities

Access to Document

10.1109/ICCA.2010.5524395

Cite this

Dong, H., Wang, Z., Ho, D. W. C., & Gao, H. (2010). Robust finite-horizon filtering of time-varying networked systems with error variance constraints. In 2010 8th IEEE International Conference on Control and Automation, ICCA 2010 (pp. 590-595). Article 5524395 (2010 8th IEEE International Conference on Control and Automation, ICCA 2010). https://doi.org/10.1109/ICCA.2010.5524395

@inproceedings{7fa3654566d24ed8b795a019cc70644c,

title = "Robust finite-horizon filtering of time-varying networked systems with error variance constraints",

abstract = "In this paper, the robust finite-horizon filtering problem is investigated for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. The stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The measurement missing phenomenon is also considered. Sufficient conditions are derived for a finite-horizon filter to satisfy the estimation error variance constraints. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). An illustrative simulation example is given to show the the effectiveness of the proposed algorithm.",

keywords = "Discrete time-varying systems, Error variance constraint., Recursive matrix inequalities, Stochastic nonlinearities",

author = "Hongli Dong and Zidong Wang and Ho, \{Daniel W.C.\} and Huijun Gao",

year = "2010",

doi = "10.1109/ICCA.2010.5524395",

language = "英语",

isbn = "9781424451951",

series = "2010 8th IEEE International Conference on Control and Automation, ICCA 2010",

pages = "590--595",

booktitle = "2010 8th IEEE International Conference on Control and Automation, ICCA 2010",

note = "2010 8th IEEE International Conference on Control and Automation, ICCA 2010 ; Conference date: 09-06-2010 Through 11-06-2010",

}

Dong, H, Wang, Z, Ho, DWC & Gao, H 2010, Robust finite-horizon filtering of time-varying networked systems with error variance constraints. in 2010 8th IEEE International Conference on Control and Automation, ICCA 2010., 5524395, 2010 8th IEEE International Conference on Control and Automation, ICCA 2010, pp. 590-595, 2010 8th IEEE International Conference on Control and Automation, ICCA 2010, Xiamen, China, 9/06/10. https://doi.org/10.1109/ICCA.2010.5524395

Robust finite-horizon filtering of time-varying networked systems with error variance constraints. / Dong, Hongli; Wang, Zidong; Ho, Daniel W.C. et al.
2010 8th IEEE International Conference on Control and Automation, ICCA 2010. 2010. p. 590-595 5524395 (2010 8th IEEE International Conference on Control and Automation, ICCA 2010).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Robust finite-horizon filtering of time-varying networked systems with error variance constraints

AU - Dong, Hongli

AU - Wang, Zidong

AU - Ho, Daniel W.C.

AU - Gao, Huijun

PY - 2010

Y1 - 2010

N2 - In this paper, the robust finite-horizon filtering problem is investigated for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. The stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The measurement missing phenomenon is also considered. Sufficient conditions are derived for a finite-horizon filter to satisfy the estimation error variance constraints. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). An illustrative simulation example is given to show the the effectiveness of the proposed algorithm.

AB - In this paper, the robust finite-horizon filtering problem is investigated for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. The stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The measurement missing phenomenon is also considered. Sufficient conditions are derived for a finite-horizon filter to satisfy the estimation error variance constraints. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). An illustrative simulation example is given to show the the effectiveness of the proposed algorithm.

KW - Discrete time-varying systems

KW - Error variance constraint.

KW - Recursive matrix inequalities

KW - Stochastic nonlinearities

UR - https://www.scopus.com/pages/publications/77957874275

U2 - 10.1109/ICCA.2010.5524395

DO - 10.1109/ICCA.2010.5524395

M3 - 会议稿件

AN - SCOPUS:77957874275

SN - 9781424451951

T3 - 2010 8th IEEE International Conference on Control and Automation, ICCA 2010

SP - 590

EP - 595

BT - 2010 8th IEEE International Conference on Control and Automation, ICCA 2010

T2 - 2010 8th IEEE International Conference on Control and Automation, ICCA 2010

Y2 - 9 June 2010 through 11 June 2010

ER -

Robust finite-horizon filtering of time-varying networked systems with error variance constraints

Abstract

Publication series

Conference

Keywords

Access to Document

Other files and links

Fingerprint

Cite this