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

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › 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. © 2010 IEEE.

Original language	English
Title of host publication	2010 8th IEEE International Conference on Control and Automation, ICCA 2010
Pages	590-595
DOIs	https://doi.org/10.1109/ICCA.2010.5524395
Publication status	Published - 2010
Externally published	Yes
Event	8th IEEE International Conference on Control and Automation (IEEE ICCA 2010) - Xiamen, China Duration: 9 Jun 2010 → 11 Jun 2010

Conference

Conference	8th IEEE International Conference on Control and Automation (IEEE ICCA 2010)
Place	China
City	Xiamen
Period	9/06/10 → 11/06/10

Research Keywords

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

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10.1109/ICCA.2010.5524395

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@inproceedings{31c77d7a907c4ccfafb45f1cb520f680,

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. {\textcopyright} 2010 IEEE.",

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 = "English",

isbn = "9781424451951",

pages = "590--595",

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

note = "8th IEEE International Conference on Control and Automation (IEEE 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, pp. 590-595, 8th IEEE International Conference on Control and Automation (IEEE 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.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › 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. © 2010 IEEE.

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. © 2010 IEEE.

KW - Discrete time-varying systems

KW - Error variance constraint.

KW - Recursive matrix inequalities

KW - Stochastic nonlinearities

UR - http://www.scopus.com/inward/record.url?scp=77957874275&partnerID=8YFLogxK

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-77957874275&origin=recordpage

U2 - 10.1109/ICCA.2010.5524395

DO - 10.1109/ICCA.2010.5524395

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 9781424451951

SP - 590

EP - 595

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

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

Y2 - 9 June 2010 through 11 June 2010

ER -

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

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