Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/3165
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dc.contributor.authorShen, B-
dc.contributor.authorWang, Z-
dc.contributor.authorShu, H-
dc.contributor.authorWei, G-
dc.coverage.spatial11en
dc.date.accessioned2009-03-24T17:35:20Z-
dc.date.available2009-03-24T17:35:20Z-
dc.date.issued2008-
dc.identifier.citationAutomatic Control, IEEE Transactions on. 53 (9) 2170 - 2180en
dc.identifier.issn0018-9286-
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/3165-
dc.descriptionCopyright [2008] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.-
dc.description.abstractIn this paper, the H∞ filtering problem is investigated for a general class of nonlinear discrete-time stochastic systems with missing measurements. The system under study is not only corrupted by state-dependent white noises but also disturbed by exogenous inputs. The measurement output contains randomly missing data that is modeled by a Bernoulli distributed white sequence with a known conditional probability. A filter of very general form is first designed such that the filtering process is stochastically stable and the filtering error satisfies H infin performance constraint for all admissible missing observations and nonzero exogenous disturbances under the zero-initial condition. The existence conditions of the desired filter are described in terms of a second-order nonlinear inequality. Such an inequality can be decoupled into some auxiliary ones that can be solved independently by taking special form of the Lyapunov functionals. As a consequence, a linear time-invariant filter design problem is discussed for the benefit of practical applications, and some simplified conditions are obtained. Finally, two numerical simulation examples are given to illustrate the main results of this paper.en
dc.format.extent927097 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoen-
dc.publisherIEEEen
dc.subjectH∞ filteringen
dc.subjectmissing measurementsen
dc.subjectnonlinear systemsen
dc.subjectstochastic stabilityen
dc.subjectstochastic systemsen
dc.titleOn nonlinear H∞ filtering for discrete-time stochastic systems with missing measurementsen
dc.typeResearch Paperen
Appears in Collections:Computer Science
Dept of Computer Science Research Papers



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