Filtering with Randomly Occurring Nonlinearities, Quantization, and Packet Dropouts

In Chap. 4, the robust H ∞ finite-horizon filtering problem is addressed for uncertain discrete time-varying stochastic systems with randomly occurring nonlinearities (RONs), quantization effects, and successive packet dropouts (SPDs). In order to describe the phenomena of a nonlinear disturbance appearing in a random way, the notion of the RONs is introduced. We first develop a new robust H ∞ filtering technique for the Ito-type discrete time-varying stochastic systems with polytopic uncertainties, quantization effects, and RONs. Then, the robust H ∞ finite-horizon filtering problem is studied for discrete time-varying stochastic systems with norm-bounded uncertainties, multiple randomly occurred nonlinearities, and SPDs.

[1]  Nikita Barabanov,et al.  Stability analysis of discrete-time recurrent neural networks , 2002, IEEE Trans. Neural Networks.

[2]  Sirish L. Shah,et al.  Optimal Hinfinity filtering in networked control systems with multiple packet dropouts , 2008, Syst. Control. Lett..

[3]  Nicola Elia,et al.  Stabilization of linear systems with limited information , 2001, IEEE Trans. Autom. Control..

[4]  Fuwen Yang,et al.  Set-membership filtering for systems with sensor saturation , 2009, Autom..

[5]  Lihua Xie,et al.  Optimal Full-Order and Reduced-Order Estimators for Discrete-Time Systems With Multiple Packet Dropouts , 2008, IEEE Transactions on Signal Processing.

[6]  Tongwen Chen,et al.  Optimal ${\cal H}_{2}$ Filtering in Networked Control Systems With Multiple Packet Dropout , 2007, IEEE Transactions on Automatic Control.

[7]  U. Shaked,et al.  H_infinity Output Feedback of Continuous-Time Linear Systems with State-Multiplicative Noise , 2005, Proceedings of the 2005 IEEE International Symposium on, Mediterrean Conference on Control and Automation Intelligent Control, 2005..

[8]  Fuwen Yang,et al.  Robust H∞ filtering with error variance constraints for discrete time-varying systems with uncertainty , 2003, Autom..

[9]  Uri Shaked,et al.  A new bounded real lemma representation for the continuous-time case , 2001, IEEE Trans. Autom. Control..

[10]  Uri Shaked,et al.  H/sub /spl infin// control for discrete-time nonlinear stochastic systems , 2006, IEEE Transactions on Automatic Control.

[11]  Sirish L. Shah,et al.  Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations , 2007, Int. J. Control.

[12]  Lihua Xie,et al.  The sector bound approach to quantized feedback control , 2005, IEEE Transactions on Automatic Control.