A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises. (31st March 2014)

• Record Type: Journal Article
• Authors: Qian, Hua-Ming; Huang, Wei; Liu, Biao; Shen, Chen
• Other Names: Su Xiaojie Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2014(2014)
• Publication Date: 2014-03-31
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2014/457536
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : 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.