On nonlinear H∞ filtering for discrete-time stochastic systems with missing measurements

Copyright [2008] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, the H∞ filtering problem is investigated for a general class of nonlinear discrete-time stochastic systems with missing measurements. The system under study is not only corrupted by state-dependent white noises but also disturbed by exogenous inputs. The measurement output contains randomly missing data that is modeled by a Bernoulli distributed white sequence with a known conditional probability. A filter of very general form is first designed such that the filtering process is stochastically stable and the filtering error satisfies H infin performance constraint for all admissible missing observations and nonzero exogenous disturbances under the zero-initial condition. The existence conditions of the desired filter are described in terms of a second-order nonlinear inequality. Such an inequality can be decoupled into some auxiliary ones that can be solved independently by taking special form of the Lyapunov functionals. As a consequence, a linear time-invariant filter design problem is discussed for the benefit of practical applications, and some simplified conditions are obtained. Finally, two numerical simulation examples are given to illustrate the main results of this paper

Quantized H-Infinity control for nonlinear stochastic time-delay systems with missing measurements

This is the post-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 IEEEIn this paper, the quantized H∞ control problem is investigated for a class of nonlinear stochastic time-delay network-based systems with probabilistic data missing. A nonlinear stochastic system with state delays is employed to model the networked control systems where the measured output and the input signals are quantized by two logarithmic quantizers, respectively. Moreover, the data missing phenomena are modeled by introducing a diagonal matrix composed of Bernoulli distributed stochastic variables taking values of 1 and 0, which describes that the data from different sensors may be lost with different missing probabilities. Subsequently, a sufficient condition is first derived in virtue of the method of sector-bounded uncertainties, which guarantees that the closed-loop system is stochastically stable and the controlled output satisfies H∞ performance constraint for all nonzero exogenous disturbances under the zero-initial condition. Then, the sufficient condition is decoupled into some inequalities for the convenience of practical verification. Based on that, quantized H∞ controllers are designed successfully for some special classes of nonlinear stochastic time-delay systems by using Matlab linear matrix inequality toolbox. Finally, a numerical simulation example is exploited to show the effectiveness and applicability of the results derived.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Leverhulme Trust of the U.K., the Royal Society of the U.K., the National Natural Science Foundation of China under Grants 61028008, 61134009, 61104125, 60974030, and 61074016, and the Alexander von Humboldt Foundation of Germany

The ordered K-theory of a full extension

Let A be a C*-algebra with real rank zero which has the stable weak cancellation property. Let I be an ideal of A such that I is stable and satisfies the corona factorization property. We prove that 0->I->A->A/I->0 is a full extension if and only if the extension is stenotic and K-lexicographic. As an immediate application, we extend the classification result for graph C*-algebras obtained by Tomforde and the first named author to the general non-unital case. In combination with recent results by Katsura, Tomforde, West and the first author, our result may also be used to give a purely K-theoretical description of when an essential extension of two simple and stable graph C*-algebras is again a graph C*-algebra.Comment: Version IV: No changes to the text. We only report that Theorem 4.9 is not correct as stated. See arXiv:1505.05951 for more details. Since Theorem 4.9 is an application to the main results of the paper, the main results of this paper are not affected by the error. Version III comments: Some typos and errors corrected. Some references adde

Critical phenomena and thermodynamic geometry of charged Gauss-Bonnet AdS black holes

In this paper, we study the phase structure and equilibrium state space geometry of charged topological Gauss-Bonnet black holes in $d$-dimensional anti-de Sitter spacetime. Several critical points are obtained in the canonical ensemble, and the critical phenomena and critical exponents near them are examined. We find that the phase structures and critical phenomena drastically depend on the cosmological constant $\Lambda$ and dimensionality $d$. The result also shows that there exists an analogy between the black hole and the van der Waals liquid gas system. Moreover, we explore the phase transition and possible property of the microstructure using the state space geometry. It is found that the Ruppeiner curvature diverges exactly at the points where the heat capacity at constant charge of the black hole diverges. This black hole is also found to be a multiple system, i.e., it is similar to the ideal gas of fermions in some range of the parameters, while to the ideal gas of bosons in another range.Comment: 17 pages, 8 figures, 3 table

Cosmological Models and Latest Observational Data

In this note, we consider the observational constraints on some cosmological models by using the 307 Union type Ia supernovae (SNIa), the 32 calibrated Gamma-Ray Bursts (GRBs) at $z>1.4$, the updated shift parameter $R$ from WMAP 5-year data (WMAP5), and the distance parameter $A$ of the measurement of the baryon acoustic oscillation (BAO) peak in the distribution of SDSS luminous red galaxies with the updated scalar spectral index $n_s$ from WMAP5. The tighter constraints obtained here update the ones obtained previously in the literature.Comment: 10 pages, 5 figures, 1 table, revtex4; v2: discussions added, accepted by Eur. Phys. J. C; v3: published versio