Recursive Filtering for Time-Varying Nonlinear Delayed Systems with Stochastic Parameter Matrices and Censored Measurements

This paper discusses the design problem of recursive filtering method for time-varying nonlinear delayed systems (NDSs) with stochastic parameter matrices (SPMs) and censored measurements. In particular, the Tobit Type I model provides a description of the censored measurements. The main objective of this paper is to construct a recursive filter for NDSs with both SPMs and censored measurements. The upper bound of the filtering error covariance is first calculated via mathematical induction, and the upper bound is then minimized by choosing proper filter gain. Besides, a sufficient condition is provided to guarantee that the filtering error is uniformly bounded in the mean-square sense. Finally, the viability and applicability of the proposed filtering method are demonstrated using a numerical simulation.