随机发生非线性与测量时滞的滤波算法设计

Design on Filtering Algorithm with Random Nonlinearity and One-step Measurement Delay

针对一类具有随机发生非线性和一步测量时滞的时变系统的滤波问题。通过引入服从伯努利分布的随机序列,描述随机发生非线性与一步测量时滞。与此同时,引入事件触发传输机制且对所提出系统进行增广构造出滤波器。从而提出一种具有一步测量时滞与随机发生非线性的滤波算法。使同时存在一步测量时滞、噪声和随机发生非线性的情况下,可以采用放缩找到滤波误差协方差矩阵的上界,并且通过设计滤波增益矩阵使得该上界的迹达到最小。最后,利用matlab算例仿真,验证所提出滤波算法的真实性与实用性。

This paper studies the filtering problem of a class of time-varying systems with random nonlinearity and one-step measurement delay.The random nonlinearity and one-step measurement delay are described by introducing the random sequences obeying Bernoulli distribution.At the same time,the event-triggered transmission mechanism is introduced and the proposed system is augmented to construct a filter.In this paper,a filtering algorithm with one-step measurement delay and random nonlinearity is proposed.When one-step measurement delay,noise and random nonlinearity exist at the same time,the upper bound of the covariance matrix of filtering error is found by scaling,and the trace of the upper bound is minimized by designing the filter gain matrix.Finally,the validity and practicability of the proposed filtering algorithm are verified by matlab simulation.