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- W2166736144 abstract "This paper is concerned with the robust H ∞ finite-horizon filtering problem for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. All the system parameters are time-varying and the uncertainty enters into the state matrix. The measurement missing phenomenon occurs in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution in the interval . The stochastic nonlinearities under consideration here are described by statistical means which can cover several classes of well-studied nonlinearities. Sufficient conditions are derived for a finite-horizon filter to satisfy both the estimation error variance constraints and the prescribed H ∞ performance requirement. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). Simulation results demonstrate the effectiveness of the developed filter design scheme." @default.
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- W2166736144 date "2010-05-01" @default.
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- W2166736144 title "Variance-Constrained ${cal H}_{infty}$ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case" @default.
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- W2166736144 doi "https://doi.org/10.1109/tsp.2010.2042489" @default.
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