Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation

Copyright [2001] 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.We investigate the robust filter design problem for a class of nonlinear time-delay stochastic systems. The system under study involves stochastics, unknown state time-delay, parameter uncertainties, and unknown nonlinear disturbances, which are all often encountered in practice and the sources of instability. The aim of this problem is to design a linear, delayless, uncertainty-independent state estimator such that for all admissible uncertainties as well as nonlinear disturbances, the dynamics of the estimation error is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are proposed to guarantee the existence of desired robust exponential filters, which are derived in terms of the solutions to algebraic Riccati inequalities. The developed theory is illustrated by numerical simulatio

Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays

In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion

Exponential state estimation for competitive neural network via stochastic sampled-data control with packet losses

This paper investigates the exponential state estimation problem for competitive neural networks via stochastic sampled-data control with packet losses. Based on this strategy, a switched system model is used to describe packet dropouts for the error system. In addition, transmittal delays between neurons are also considered. Instead of the continuous measurement, the sampled measurement is used to estimate the neuron states, and a sampled-data estimator with probabilistic sampling in two sampling periods is proposed. Then the estimator is designed in terms of the solution to a set of linear matrix inequalities (LMIs), which can be solved by using available software. When the missing of control packet occurs, some sufficient conditions are obtained to guarantee that the exponentially stable of the error system by means of constructing an appropriate Lyapunov function and using the average dwell-time technique. Finally, a numerical example is given to show the effectiveness of the proposed method

State Estimation for Discrete-Time Fuzzy Cellular Neural Networks with Mixed Time Delays

This paper is concerned with the exponential state estimation problem for a class of discrete-time fuzzy cellular neural networks with mixed time delays. The main purpose is to estimate the neuron states through available output measurements such that the dynamics of the estimation error is globally exponentially stable. By constructing a novel Lyapunov-Krasovskii functional which contains a triple summation term, some sufficient conditions are derived to guarantee the existence of the state estimator. The linear matrix inequality approach is employed for the first time to deal with the fuzzy cellular neural networks in the discrete-time case. Compared with the present conditions in the form of M-matrix, the results obtained in this paper are less conservative and can be checked readily by the MATLAB toolbox. Finally, some numerical examples are given to demonstrate the effectiveness of the proposed results

Robust stability of two-dimensional uncertain discrete systems

Copyright [2003] 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 letter, We deal with the robust stability problem for linear two-dimensional (2-D) discrete time-invariant systems described by a 2-D local state-space (LSS) Fornasini-Marchesini (1989) second model. The class of systems under investigation involves parameter uncertainties that are assumed to be norm-bounded. We first focus on deriving the sufficient conditions under which the uncertain 2-D systems keep robustly asymptotically stable for all admissible parameter uncertainties. It is shown that the problem addressed can be recast to a convex optimization one characterized by linear matrix inequalities (LMIs), and therefore a numerically attractive LMI approach can be exploited to test the robust stability of the uncertain discrete-time 2-D systems. We further apply the obtained results to study the robust stability of perturbed 2-D digital filters with overflow nonlinearities

Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances

Copyright [2004] 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, we study the robust exponential filter design problem for a class of uncertain time-delay systems with both Markovian jumping parameters and nonlinear disturbances. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, and the parameter uncertainties appearing in the state and output equations are real, time dependent, and norm bounded. The time-delay and the nonlinear disturbances are assumed to be unknown. The purpose of the problem under investigation is to design a linear, delay-free, uncertainty-independent state estimator such that, for all admissible uncertainties as well as nonlinear disturbances, the dynamics of the estimation error is stochastically exponentially stable in the mean square, independent of the time delay. We address both the filtering analysis and synthesis issues, and show that the problem of exponential filtering for the class of uncertain time-delay jump systems with nonlinear disturbances can be solved in terms of the solutions to a set of linear (quadratic) matrix inequalities. A numerical example is exploited to demonstrate the usefulness of the developed theory

Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises

Copyright [2002] 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, a robust finite-horizon Kalman filter is designed for discrete time-varying uncertain systems with both additive and multiplicative noises. The system under consideration is subject to both deterministic and stochastic uncertainties. Sufficient conditions for the filter to guarantee an optimized upper bound on the state estimation error variance for admissible uncertainties are established in terms of two discrete Riccati difference equations. A numerical example is given to show the applicability of the presented method

Entropy of nonautonomous dynamical systems

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite naturally to discrete-time nonautonomous dynamical systems given in the process formulation. This paper provides an overview of the author's work on this subject. Also an example is presented that has not appeared before in the literature