Filtering for a class of nonlinear discrete-time stochastic systems with state delays
Filtering for a class of nonlinear discrete-time stochastic systems with state delays
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DOI：
10.1016/j.cam.2006.02.009
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发表时间：
2007-04
影响因子：
2.4
通讯作者：
Zidong Wang;J. Lam;Xiaohui Liu
中科院分区：
文献类型：
--
作者：
Zidong Wang;J. Lam;Xiaohui Liu
研究了一类具有状态时滞的非线性离散随机系统的滤波问题。我们的目标是设计一个全阶滤波器，这样的动态估计误差是保证随机的，指数，最终有界的均方，所有容许的非线性和时间延迟。首先，一个代数矩阵不等式的方法来处理滤波器的分析问题，并推导出所需的滤波器存在的充分条件。然后，基于广义逆理论，解决滤波器设计问题，并明确地描述了一组所需的滤波器。仿真实例验证了该设计方法的有效性。
In this paper, the filtering problem is investigated for a class of nonlinear discrete-time stochastic systems with state delays. We aim at designing a full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically, exponentially, ultimately bounded in the mean square, for all admissible nonlinearities and time delays. First, an algebraic matrix inequality approach is developed to deal with the filter analysis problem, and sufficient conditions are derived for the existence of the desired filters. Then, based on the generalized inverse theory, the filter design problem is tackled and a set of the desired filters is explicitly characterized. A simulation example is provided to demonstrate the usefulness of the proposed design method.