Anti-disturbance filter design for a class of stochastic systems with fading channels

Dear editor, As a significant topic in control and signal processing communities, the filtering problem has been attracting persistent research attention in the past few decades [1]. In practical engineering, the parameter perturbations are unavoidable due mainly to exogenous disturbances, environmental changes and some other phenomena. To tackle the problem, the robust/anti-disturbance filtering issue has been extensively studied, where the parameter uncertainties have mostly been assumed to be normbounded with available bounds in order to facilitate the filter design. In engineering practice, however, it may be both timeand cost-consuming (or even impossible) to quantify the bounds of uncertainties. Therefore, an anti-disturbance filter for uncertain systems with no prior knowledge on the bounds of uncertainties is in great demand.