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- W2034691666 abstract "This paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval [01]. Such a probabilistic distribution could be any commonly used discrete distribution over the interval [01]. The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is exponentially mean-square stable. By using the linear matrix inequality (LMI) method, sufficient conditions are established that ensure the exponential mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs. Illustrative examples are exploited to show the effectiveness of the proposed design procedures." @default.
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- W2034691666 date "2009-03-01" @default.
- W2034691666 modified "2023-10-06" @default.
- W2034691666 title "Robust filtering with stochastic nonlinearities and multiple missing measurements" @default.
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- W2034691666 doi "https://doi.org/10.1016/j.automatica.2008.10.028" @default.
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