Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/11382
Title: Envelope-constrained H∞ filtering with fading measurements and randomly occurring nonlinearities: The finite horizon case
Authors: Ding, D
Wang, Z
Shen, B
Dong, H
Keywords: H∞ filtering;Finite-horizon filtering;Envelope constraints;Fading measurements;Ellipsoid constraints;Randomly occurring nonlinearities
Issue Date: 2015
Publisher: Elsevier
Citation: Automatica, 55: 37 - 45, (2015)
Abstract: In this paper, the envelope-constrained <sup>H∗</sup> filtering problem is investigated for a class of discrete time-varying stochastic systems over a finite horizon. The system under consideration involves fading measurements, randomly occurring nonlinearities (RONs) and mixed (multiplicative and additive) noises. A novel envelope-constrained performance criterion is proposed to better quantify the transient dynamics of the filtering error process over the finite horizon. The purpose of the problem addressed is to design a time-varying filter such that both the <sup>H∗</sup> performance and the desired envelope constraints are achieved at each time step. By utilizing the stochastic analysis techniques combined with the ellipsoid description on the estimation errors, sufficient conditions are established in the form of recursive matrix inequalities (RMIs) reflecting both the envelope information and the desired <sup>H∗</sup> performance index. The filter gain matrix is characterized by means of the solvability of the deduced RMIs. Finally, a simulation example is provided to show the effectiveness of the proposed filtering design scheme.
URI: http://www.sciencedirect.com/science/article/pii/S0005109815000771
http://bura.brunel.ac.uk/handle/2438/11382
DOI: http://dx.doi.org/10.1016/j.automatica.2015.02.024
ISSN: 0005-1098
Appears in Collections:Dept of Computer Science Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext.pdf237.82 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.