A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises
Joint Authors
Shen, Chen
Liu, Biao
Huang, Wei
Qian, Hua-Ming
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-31
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
A robust filtering problem is formulated and investigated for a class of nonlinear systems with correlated noises, packet losses, and multiplicative noises.
The packet losses are assumed to be independent Bernoulli random variables.
The multiplicative noises are described as random variables with bounded variance.
Different from the traditional robust filter based on the assumption that the process noises are uncorrelated with the measurement noises, the objective of the addressed robust filtering problem is to design a recursive filter such that, for packet losses and multiplicative noises, the state prediction and filtering covariance matrices have the optimized upper bounds in the case that there are correlated process and measurement noises.
Two examples are used to illustrate the effectiveness of the proposed filter.
American Psychological Association (APA)
Qian, Hua-Ming& Huang, Wei& Liu, Biao& Shen, Chen. 2014. A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-473051
Modern Language Association (MLA)
Qian, Hua-Ming…[et al.]. A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises. Mathematical Problems in Engineering No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-473051
American Medical Association (AMA)
Qian, Hua-Ming& Huang, Wei& Liu, Biao& Shen, Chen. A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-473051
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-473051