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Robust filtering for bilinear uncertain stochastic discrete-time systems | |
Wang, Zidong; Qiao, Hong![]() | |
发表期刊 | IEEE TRANSACTIONS ON SIGNAL PROCESSING
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2002-03 | |
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 | 多模态人工智能系统全国重点实验室_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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