48 research outputs found

    Probability-guaranteed H∞ finite-horizon filtering for a class of nonlinear time-varying systems with sensor saturations

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    This is the Post-Print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 ElsevierIn this paper, the probability-guaranteed H∞ finite-horizon filtering problem is investigated for a class of nonlinear time-varying systems with uncertain parameters and sensor saturations. The system matrices are functions of mutually independent stochastic variables that obey uniform distributions over known finite ranges. Attention is focused on the construction of a time-varying filter such that the prescribed H∞ performance requirement can be guaranteed with probability constraint. By using the difference linear matrix inequalities (DLMIs) approach, sufficient conditions are established to guarantee the desired performance of the designed finite-horizon filter. The time-varying filter gains can be obtained in terms of the feasible solutions of a set of DLMIs that can be recursively solved by using the semi-definite programming method. A computational algorithm is specifically developed for the addressed probability-guaranteed H∞ finite-horizon filtering problem. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.This work was supported in part by the National Natural Science Foundation of China under Grants 61028008, 60825303 and 60834003, National 973 Project under Grant 2009CB320600, the Fok Ying Tung Education Fund under Grant 111064, the Special Fund for the Author of National Excellent Doctoral Dissertation of China under Grant 2007B4, the Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) from the Ministry of Education of China, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

    Distributed H ∞ state estimation for stochastic delayed 2-D systems with randomly varying nonlinearities over saturated sensor networks

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    In this paper, the distributed H ∞ state estimation problem is investigated for the two-dimensional (2-D) time-delay systems. The target plant is characterized by the generalized Fornasini-Marchesini 2-D equations where both stochastic disturbances and randomly varying nonlinearities (RVNs) are considered. The sensor measurement outputs are subject to saturation restrictions due to the physical limitations of the sensors. Based on the available measurement outputs from each individual sensor and its neighboring sensors, the main purpose of this paper is to design distributed state estimators such that not only the states of the target plant are estimated but also the prescribed H ∞ disturbance attenuation performance is guaranteed. By defining an energy-like function and utilizing the stochastic analysis as well as the inequality techniques, sufficient conditions are established under which the augmented estimation error system is globally asymptotically stable in the mean square and the prescribed H ∞ performance index is satisfied. Furthermore, the explicit expressions of the individual estimators are also derived. Finally, numerical example is exploited to demonstrate the effectiveness of the results obtained in this paper
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