Robust filtering for bilinear uncertain stochastic discrete-time systems
Wang, Zidong; Qiao, Hong; Wang, ZD
Source PublicationIEEE TRANSACTIONS ON SIGNAL PROCESSING
2002-03
Volume50Issue:3Pages:560-567
AbstractThis 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.
KeywordBilinear Stochastic Systems Discrete-time Systems Quadratic Matrix Inequalities Robust Filtering Uncertain Systems
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/12575
Collection复杂系统管理与控制国家重点实验室_机器人理论与应用
Corresponding AuthorWang, ZD
AffiliationCoventry Univ, Sch Math & Informat Sci, Control Theory & Applicat Ctr
Recommended Citation
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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