Robust filtering for bilinear uncertain stochastic discrete-time systems

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	Robust filtering for bilinear uncertain stochastic discrete-time systems
	Wang, Zidong; Qiao, Hong; Wang, ZD
发表期刊	IEEE TRANSACTIONS ON SIGNAL PROCESSING
	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.