Robust filtering for bilinear uncertain stochastic discrete-time systems
文献类型：期刊论文
| 作者 | Wang, Zidong; Qiao, Hong
|
| 刊名 | IEEE TRANSACTIONS ON SIGNAL PROCESSING
 |
| 出版日期 | 2002-03 |
| 卷号 | 50期号:3页码:560-567 |
| 关键词 | bilinear stochastic systems discrete-time systems quadratic matrix inequalities robust filtering uncertain systems |
| 通讯作者 | Wang, ZD |
| 英文摘要 | 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. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/12575]  |
| 专题 | 自动化研究所_复杂系统管理与控制国家重点实验室_机器人应用与理论组 |
| 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. 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.(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. |
入库方式： OAI收割
来源：自动化研究所
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