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Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises

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3 Author(s)
Guoliang Wei ; Sch. of Inf. Sci. & Technol., Donghua Univ., Shanghai, China ; Zidong Wang ; Bo Shen

In this technical note, the quadratic error-constrained filtering problem is formulated and investigated for discrete time-varying nonlinear systems with state delays and non-Gaussian noises. Both the Lipschitz-like and ellipsoid-bounded nonlinearities are considered. The non-Gaussian noises are assumed to be unknown, bounded, and confined to specified ellipsoidal sets. The aim of the addressed filtering problem is to develop a recursive algorithm based on the semi-definite programme method such that, for the admissible time-delays, nonlinear parameters and external bounded noise disturbances, the quadratic estimation error is not more than a certain optimized upper bound at every time step. The filter parameters are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programme method. A simulation example is exploited to illustrate the effectiveness of the proposed design procedures.

Published in:

Automatic Control, IEEE Transactions on  (Volume:55 ,  Issue: 12 )

Date of Publication:

Dec. 2010

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