Robust filtering for bilinear uncertain stochastic discrete-time systems
Wang, Zidong; Qiao, Hong; Wang, ZD
2002-03
发表期刊IEEE TRANSACTIONS ON SIGNAL PROCESSING
卷号50期号:3页码:560-567
摘要This paper deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic system is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prespecified value. It is shown that the design of the robust filters can be carried out by solving some algebraic quadratic matrix inequalities. In particular, we establish both the existence conditions and the explicit expression of desired robust filters. A numerical example is included to show the applicability of the present method.
关键词Bilinear Stochastic Systems Discrete-time Systems Quadratic Matrix Inequalities Robust Filtering Uncertain Systems
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/12575
专题复杂系统管理与控制国家重点实验室_机器人理论与应用
通讯作者Wang, ZD
作者单位Coventry Univ, Sch Math & Informat Sci, Control Theory & Applicat Ctr
推荐引用方式
GB/T 7714
Wang, Zidong,Qiao, Hong,Wang, ZD. Robust filtering for bilinear uncertain stochastic discrete-time systems[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING,2002,50(3):560-567.
APA Wang, Zidong,Qiao, Hong,&Wang, ZD.(2002).Robust filtering for bilinear uncertain stochastic discrete-time systems.IEEE TRANSACTIONS ON SIGNAL PROCESSING,50(3),560-567.
MLA Wang, Zidong,et al."Robust filtering for bilinear uncertain stochastic discrete-time systems".IEEE TRANSACTIONS ON SIGNAL PROCESSING 50.3(2002):560-567.
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