Probability-guaranteed H∞ finite-horizon filtering for a class of nonlinear time-varying systems with sensor saturations

被引：76

作者：

Hu, Jun ^{[2
]}

Wang, Zidong ^{[1
]}

Gao, Huijun ^{[2
]}

Stergioulas, Lampros K. ^{[1
]}

机构：

[1] Brunel Univ, Dept Informat Syst & Comp, Uxbridge UB8 3PH, Middx, England

[2] Harbin Inst Technol, Res Inst Intelligent Control & Syst, Harbin 150001, Peoples R China

来源：

SYSTEMS & CONTROL LETTERS | 2012年 / 61卷 / 04期

基金：

英国工程与自然科学研究理事会; 中国国家自然科学基金;

关键词：

Discrete time-varying systems; Probability performance; Finite-horizon; H-infinity filtering; Sensor saturation; DISCRETE; DESIGN; PERFORMANCE; SUBJECT;

D O I：

10.1016/j.sysconle.2012.01.005

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, the probability-guaranteed H-infinity 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-infinity performance requirement can be guaranteed with probability constraint. By using the difference linear matrix inequalities (DLMls) 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 DLMls that can be recursively solved by using the semi-definite programming method. A computational algorithm is specifically developed for the addressed probability-guaranteed H-infinity finite-horizon filtering problem. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：477 / 484

页数：8

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