Paper Info
Title
Probability-guaranteed H∞ finite-horizon filtering for a class of nonlinear time-varying systems with sensor saturations.
Abstract
In this paper, the probability-guaranteed H∞ finite-horizon filtering problem is investigated for a class of nonlinear time-varying systems with uncertain parameters and sensor saturations. The system matrices are functions of mutually independent stochastic variables that obey uniform distributions over known finite ranges. Attention is focused on the construction of a time-varying filter such that the prescribed H∞ performance requirement can be guaranteed with probability constraint. By using the difference linear matrix inequalities (DLMIs) approach, sufficient conditions are established to guarantee the desired performance of the designed finite-horizon filter. The time-varying filter gains can be obtained in terms of the feasible solutions of a set of DLMIs that can be recursively solved by using the semi-definite programming method. A computational algorithm is specifically developed for the addressed probability-guaranteed H∞ finite-horizon filtering problem. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.
Year
DOI
Venue
2012
10.1016/j.sysconle.2012.01.005
Systems & Control Letters
Keywords
DocType
Volume
Discrete time-varying systems,Probability performance,Finite-horizon,H∞ filtering,Sensor saturation
Journal
61
Issue
ISSN
Citations 
4
0167-6911
30
PageRank 
References 
Authors
1.58
13
4
Name
Order
Citations
PageRank
Jun Hu182539.11
Zidong Wang211003578.11
Huijun Gao38923416.93
Lampros K. Stergioulas449531.66