A novel H∞ design methodology for a neural network-based nonlinear filtering scheme is addressed. Firstly, neural networks are employed to approximate the nonlinearities. Next, the nonlinear dynamic system is represe...A novel H∞ design methodology for a neural network-based nonlinear filtering scheme is addressed. Firstly, neural networks are employed to approximate the nonlinearities. Next, the nonlinear dynamic system is represented by the mode-dependent linear difference inclusion (LDI). Finally, based on the LDI model, a neural network-based nonlinear filter (NNBNF) is developed to minimize the upper bound of H∞ gain index of the estimation error under some linear matrix inequality (LMI) constraints. Compared with the existing nonlinear filters, NNBNF is time-invariant and numerically tractable. The validity and applicability of the proposed approach are successfully demonstrated in an illustrative example.展开更多
In order to keep stable navigation accuracy when the blind node (BN) moves between two adjacent clusters, a distributed fusion method for the integration of the inertial navigation system (INS) and the wireless se...In order to keep stable navigation accuracy when the blind node (BN) moves between two adjacent clusters, a distributed fusion method for the integration of the inertial navigation system (INS) and the wireless sensor network (WSN) based on H∞ filtering is proposed. Since the process and measurement noise in the integration system are bounded and their statistical characteristics are unknown, the H∞ filter is used to fuse the information measured from local estimators in the proposed method. Meanwhile, the filter can yield the optimal state estimate according to certain information fusion criteria. Simulation results show that compared with the federal Kalman solution, the proposed method can reduce the mean error of position by about 45% and the mean error of velocity by about 85 %.展开更多
There are many filtering methods that can be used for the initial alignment of an integrated inertial navigation system. This paper discussed the use of GPS, but focused on two kinds of filters for the initial alignme...There are many filtering methods that can be used for the initial alignment of an integrated inertial navigation system. This paper discussed the use of GPS, but focused on two kinds of filters for the initial alignment of an integrated strapdown inertial navigation system (SINS). One method is based on the Kalman filter (KF), and the other is based on the robust filter. Simulation results showed that the filter provides a quick transient response and a little more accurate estimate than KF, given substantial process noise or unknown noise statistics. So the robust filter is an effective and useful method for initial alignment of SINS. This research should make the use of SINS more popular, and is also a step for further research.展开更多
This article considers delay dependent decentralized H∞ filtering for a class of uncertain interconnected systems, where the uncertainties are assumed to be time varying and satisfy the norm-bounded conditions. First...This article considers delay dependent decentralized H∞ filtering for a class of uncertain interconnected systems, where the uncertainties are assumed to be time varying and satisfy the norm-bounded conditions. First, combining the Lyapunov-Krasovskii functional approach and the delay integral inequality of matrices, a sufficient condition of the existence of the robust decentralized H∞ filter is derived, which makes the error systems asymptotically stable and satisfies the H∞ norm of the transfer function from noise input to error output less than the specified up-bound on the basis of the form of uncertainties. Then, the above sufficient condition is transformed to a system of easily solvable LMIs via a series of equivalent transformation. Finally, the numerical simulation shows the efficiency of the main results.展开更多
This paper is concerned with the non-fragile H∞ filter design problem for uncertain discrete-time Takagi-Sugeno (T-S) fuzzy systems with time delay. To begin with, the T-S fuzzy system is transformed to an equivale...This paper is concerned with the non-fragile H∞ filter design problem for uncertain discrete-time Takagi-Sugeno (T-S) fuzzy systems with time delay. To begin with, the T-S fuzzy system is transformed to an equivalent switching fuzzy system. Then, based on the piecewise Lyapunov function and matrix decoupling technique, a new delay-dependent non-fragile H∞ filtering method is proposed for the switching fuzzy system. The proposed condition is less conservative than the previous results. Since only a set of LMIs is involved, the filter parameters can be solved directly. Finally, a design example is provided to illustrate the validity of the proposed method.展开更多
An H∞ filter design for linear time delay system with randomly varying sensor delay is investigated.The delay considered here is assumed to satisfy a certain stochastic characteristic.A stochastic variable satisfying...An H∞ filter design for linear time delay system with randomly varying sensor delay is investigated.The delay considered here is assumed to satisfy a certain stochastic characteristic.A stochastic variable satisfying Bernoulli random binary distribution is introduced and a new system model is established by employing the measurements with random delay.By using the linear matrix inequality(LMI) technique,sufficient conditions are derived for ensuring the mean-square stochastic stability of the filtering error systems and guaranteeing a prescribed H∞ filtering performance.Finally,a numerical example is given to demonstrate the effectiveness of the proposed approach.展开更多
The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensure...The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.展开更多
This paper investigates robust filter design for linear discrete-time impulsive systems with uncertainty under H∞ performance. First, an impulsive linear filter and a robust H∞ filtering problem are introduced for a...This paper investigates robust filter design for linear discrete-time impulsive systems with uncertainty under H∞ performance. First, an impulsive linear filter and a robust H∞ filtering problem are introduced for a discrete-time impulsive systems. Then, a sufficient condition of asymptotical stability and H∞ performance for the filtering error systems are provided by the discrete-time Lyapunov function method. The filter gains can be obtained by solving a set of linear matrix inequalities (LMIs). Finally, a numerical example is presented to show effectiveness of the obtained result.展开更多
The problem of nonlinear H∞ filtering for interconnected Markovian jump systems is discussed. The aim of this note is the design of a nonlinear Markovian jump filter such that the resulting error system is exponentia...The problem of nonlinear H∞ filtering for interconnected Markovian jump systems is discussed. The aim of this note is the design of a nonlinear Markovian jump filter such that the resulting error system is exponentially meansquare stable and ensures a prescribed H∞ performance. A sufficient condition for the solvability of this problem is given in terms of linear matrix inequalities(LMIs). A simulation example is presented to demonstrate the effectiveness of the proposed design approach.展开更多
The problem of H∞ filtering for polytopic Delta operator linear systems is investigated. An improved H∞ performance criterion is presented based on the bounded real lemma. Upon the improved performance criterion, a ...The problem of H∞ filtering for polytopic Delta operator linear systems is investigated. An improved H∞ performance criterion is presented based on the bounded real lemma. Upon the improved performance criterion, a sufficient condition for the existence of parameter-dependent H∞ filtering is derived in terms of linear matrix inequalities. The designed filter can be obtained from the solution of a convex optimization problem. The filter design makes full use of the parameter-dependent approach, which leads to a less conservative result than conventional design methods. A numerical example is given to illustrate the effectiveness of the proposed approach.展开更多
A novel Krein space approach to robust H∞ filtering for linear uncertain systems is developed. The parameter uncertainty, entering into both states and measurement equations, satisfies an energy-type constraint. Then...A novel Krein space approach to robust H∞ filtering for linear uncertain systems is developed. The parameter uncertainty, entering into both states and measurement equations, satisfies an energy-type constraint. Then a Krein space approach is used to tackle the robust H∞ filtering problem. To this end, a new Krein space formal system is designed according to the original sum quadratic constraint (SQC) without introducing any nonzero factors into it and, consequently, the estimate recursion is obtained through the filter gain in Krein space. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.展开更多
For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-...For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-time systems with missing measurements. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data is assumed to be known. The main purpose is to obtain both full-and reduced-order filters such that the filter error systems are exponentially mean-square stable and guarantee a prescribed H∞ performance in terms of linear matrix inequality (LMI). A numerical example is provided to demonstrate the validity of the proposed design approach.展开更多
This paper focuses on the problem of H∞ filter design for linear delayed systems.A new approach of filter design is proposed by using Lyapunov stability theory together with linear matrix inequality(LMI) approach.Som...This paper focuses on the problem of H∞ filter design for linear delayed systems.A new approach of filter design is proposed by using Lyapunov stability theory together with linear matrix inequality(LMI) approach.Some sufficient conditions for the existence of H∞ filter are established based on the solutions of a set of LMIs.Finally,two examples are given to demonstrate the effectiveness of the proposed method.展开更多
We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed....We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed. After two Riccati equations are solved, the filter can be obtained directly, and the following three performance requirements are simultaneously satisfied: The filtering process is asymptotically stable; the steadystate variance of the estimation error of each state is not more than the individual prespecified upper bound; the transfer function from exogenous noise inputs to error state outputs meets the prespecified H ∞ norm upper bound constraint. A numerical example is provided to demonstrate the flexibility of the proposed design approach.展开更多
The problem of the robust fault detection filter design for time-varying delays switched systems is considered in the framework of mixed H-/H∞. Firstly, the weighted H∞ performance index is utilized as the robustnes...The problem of the robust fault detection filter design for time-varying delays switched systems is considered in the framework of mixed H-/H∞. Firstly, the weighted H∞ performance index is utilized as the robustness performance, and the H- index is used as the sensitivity performance for obtaining the robust fault detection filter. Then a novel multiple Lyapunov-Krasovskii function is proposed for deriving sufficient existence conditions of the robust fault detection filter based on the average dwell time technique. By introducing slack matrix variable, the coupling between the Lyapunov matrix and system matrix is removed, and the conservatism of results is reduced. Based on the robust fault detection filter, residual is generated and evaluated for detecting faults. In addition, the results of this paper are dependent on time delays,and represented in the form of linear matrix inequalities. Finally,the simulation example verifies the effectiveness of the proposed method.展开更多
基金the National Natural Science Foundation of China (60574001)Program for New CenturyExcellent Talents in University (NCET-05-0485) and PIRTJiangnan
文摘A novel H∞ design methodology for a neural network-based nonlinear filtering scheme is addressed. Firstly, neural networks are employed to approximate the nonlinearities. Next, the nonlinear dynamic system is represented by the mode-dependent linear difference inclusion (LDI). Finally, based on the LDI model, a neural network-based nonlinear filter (NNBNF) is developed to minimize the upper bound of H∞ gain index of the estimation error under some linear matrix inequality (LMI) constraints. Compared with the existing nonlinear filters, NNBNF is time-invariant and numerically tractable. The validity and applicability of the proposed approach are successfully demonstrated in an illustrative example.
基金Supported by National Basic Research Program of China (973 Program) (2009CB320604), the State Key Program of National Natural Science Foundation of China (60534010), National Natural Science Foundation of China (60674021), the Funds for Creative Research Groups of China (60821063), the 111 Project (B08015), and the Funds of Doctoral Program of Ministry of Education, China (20060145019)
基金Supported by the Funds for Creative Research Groups of China 60521003), the State Key Program of National Natural Science of ina (60534010), National Natural Science Foundation of China (60674021), the Funds of Ph.D. Program of Ministry of Eduction, China (20060145019), and the 111 Project (B08015)
文摘过滤有限的词长度(FWL ) 为线性分离时间的系统影响的问题的 nonfragile H 在这份报纸被调查。要设计的过滤器被假定与添加剂获得变化,它在过滤器实现上反映 FWL 效果。结构化的顶点隔板的一个观点被建议处理这个问题并且利用了以一套线性矩阵不平等(LMI ) 为 nonfragile H 过滤器设计开发足够的条件。设计使扩充系统变为 asymptotically 稳定并且保证 H 变细水平不到规定水平。一个数字例子被给说明建议方法的效果。
基金Supported by National Basic Research Program of China (973 Program) (2010CB731800) and National Natural Science Foundation of China (60974059, 60736026, 61021063)
基金The National Basic Research Program of China (973 Program) (No. 2009CB724002)the National Natural Science Foundation of China (No. 50975049)+2 种基金the Specialized Research Fund for the Doctoral Program of Higher Education (No. 20110092110039)the Program for Special Talents in Six Fields of Jiangsu Province (No.2008143)the Program Sponsored for Scientific Innovation Research of College Graduates in Jiangsu Province,China (No. CXLX_0101)
文摘In order to keep stable navigation accuracy when the blind node (BN) moves between two adjacent clusters, a distributed fusion method for the integration of the inertial navigation system (INS) and the wireless sensor network (WSN) based on H∞ filtering is proposed. Since the process and measurement noise in the integration system are bounded and their statistical characteristics are unknown, the H∞ filter is used to fuse the information measured from local estimators in the proposed method. Meanwhile, the filter can yield the optimal state estimate according to certain information fusion criteria. Simulation results show that compared with the federal Kalman solution, the proposed method can reduce the mean error of position by about 45% and the mean error of velocity by about 85 %.
基金the National Natural Science Foundationunder Grant No.60604019.
文摘There are many filtering methods that can be used for the initial alignment of an integrated inertial navigation system. This paper discussed the use of GPS, but focused on two kinds of filters for the initial alignment of an integrated strapdown inertial navigation system (SINS). One method is based on the Kalman filter (KF), and the other is based on the robust filter. Simulation results showed that the filter provides a quick transient response and a little more accurate estimate than KF, given substantial process noise or unknown noise statistics. So the robust filter is an effective and useful method for initial alignment of SINS. This research should make the use of SINS more popular, and is also a step for further research.
基金the National Natural Science Foundation of China (60634020)the Hunan Provincial Natural Science Foundation of China (07JJ6138)+1 种基金the Postdoctoral Science Foundation of China (20060390883)the China Ph.D. Discipline Special Foundation (20050533028).
文摘This article considers delay dependent decentralized H∞ filtering for a class of uncertain interconnected systems, where the uncertainties are assumed to be time varying and satisfy the norm-bounded conditions. First, combining the Lyapunov-Krasovskii functional approach and the delay integral inequality of matrices, a sufficient condition of the existence of the robust decentralized H∞ filter is derived, which makes the error systems asymptotically stable and satisfies the H∞ norm of the transfer function from noise input to error output less than the specified up-bound on the basis of the form of uncertainties. Then, the above sufficient condition is transformed to a system of easily solvable LMIs via a series of equivalent transformation. Finally, the numerical simulation shows the efficiency of the main results.
基金supported by National Natural Science Foundation of China(No.60974139,No.60804021)Fundamental Research Funds for the Central Universities
文摘This paper is concerned with the non-fragile H∞ filter design problem for uncertain discrete-time Takagi-Sugeno (T-S) fuzzy systems with time delay. To begin with, the T-S fuzzy system is transformed to an equivalent switching fuzzy system. Then, based on the piecewise Lyapunov function and matrix decoupling technique, a new delay-dependent non-fragile H∞ filtering method is proposed for the switching fuzzy system. The proposed condition is less conservative than the previous results. Since only a set of LMIs is involved, the filter parameters can be solved directly. Finally, a design example is provided to illustrate the validity of the proposed method.
基金National Natural Science Foundations of China (No. 60474079,No. 60704024,No. 60774060,No. 61074025,and No. 61074024)
文摘An H∞ filter design for linear time delay system with randomly varying sensor delay is investigated.The delay considered here is assumed to satisfy a certain stochastic characteristic.A stochastic variable satisfying Bernoulli random binary distribution is introduced and a new system model is established by employing the measurements with random delay.By using the linear matrix inequality(LMI) technique,sufficient conditions are derived for ensuring the mean-square stochastic stability of the filtering error systems and guaranteeing a prescribed H∞ filtering performance.Finally,a numerical example is given to demonstrate the effectiveness of the proposed approach.
文摘The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.
基金supported by the National Natural Science Foundation of China (No. 60874027)
文摘This paper investigates robust filter design for linear discrete-time impulsive systems with uncertainty under H∞ performance. First, an impulsive linear filter and a robust H∞ filtering problem are introduced for a discrete-time impulsive systems. Then, a sufficient condition of asymptotical stability and H∞ performance for the filtering error systems are provided by the discrete-time Lyapunov function method. The filter gains can be obtained by solving a set of linear matrix inequalities (LMIs). Finally, a numerical example is presented to show effectiveness of the obtained result.
文摘The problem of nonlinear H∞ filtering for interconnected Markovian jump systems is discussed. The aim of this note is the design of a nonlinear Markovian jump filter such that the resulting error system is exponentially meansquare stable and ensures a prescribed H∞ performance. A sufficient condition for the solvability of this problem is given in terms of linear matrix inequalities(LMIs). A simulation example is presented to demonstrate the effectiveness of the proposed design approach.
文摘The problem of H∞ filtering for polytopic Delta operator linear systems is investigated. An improved H∞ performance criterion is presented based on the bounded real lemma. Upon the improved performance criterion, a sufficient condition for the existence of parameter-dependent H∞ filtering is derived in terms of linear matrix inequalities. The designed filter can be obtained from the solution of a convex optimization problem. The filter design makes full use of the parameter-dependent approach, which leads to a less conservative result than conventional design methods. A numerical example is given to illustrate the effectiveness of the proposed approach.
基金supported by the National Natural Science Foundation of China (51179039)the Ph.D. Programs Foundation of Ministry of Education of China (20102304110021)
文摘A novel Krein space approach to robust H∞ filtering for linear uncertain systems is developed. The parameter uncertainty, entering into both states and measurement equations, satisfies an energy-type constraint. Then a Krein space approach is used to tackle the robust H∞ filtering problem. To this end, a new Krein space formal system is designed according to the original sum quadratic constraint (SQC) without introducing any nonzero factors into it and, consequently, the estimate recursion is obtained through the filter gain in Krein space. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.
基金Supported by National Natural Science Foundation of P.R.China (60474049)the Natural Science Foundation of Fujian Province of P. R. China (A0410012, A0510009)
文摘For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-time systems with missing measurements. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data is assumed to be known. The main purpose is to obtain both full-and reduced-order filters such that the filter error systems are exponentially mean-square stable and guarantee a prescribed H∞ performance in terms of linear matrix inequality (LMI). A numerical example is provided to demonstrate the validity of the proposed design approach.
基金Supported by National Young Science Foundation of P.R.China(60604003)National Natural Science Key Foundation of P.R.China(60434020)National Key Technologies Research and Development Program in the 10th Five-year Plan(2001BA204B01)
文摘这份报纸处理与州的时间延期,参数无常和未知统计特征,但是与有限力量骚乱为 Lurie 单个系统的一个班过滤的柔韧的 H 的问题,试图设计一个要用体力地稳定的过滤器以便单个系统是的不明确的 Lurie 时间延期不仅常规,免费、稳定的推动,而且为所有可被考虑的无常为过滤错误动力学有 H 性能的规定水平。为如此的一个过滤器的存在的一个足够的条件以线性矩阵不平等(LMI ) 被建议。当 LMI 的这个集合的一个答案存在时,一个需要的过滤器的参量的矩阵能容易用 LMI 工具箱被获得。
文摘This paper focuses on the problem of H∞ filter design for linear delayed systems.A new approach of filter design is proposed by using Lyapunov stability theory together with linear matrix inequality(LMI) approach.Some sufficient conditions for the existence of H∞ filter are established based on the solutions of a set of LMIs.Finally,two examples are given to demonstrate the effectiveness of the proposed method.
文摘We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed. After two Riccati equations are solved, the filter can be obtained directly, and the following three performance requirements are simultaneously satisfied: The filtering process is asymptotically stable; the steadystate variance of the estimation error of each state is not more than the individual prespecified upper bound; the transfer function from exogenous noise inputs to error state outputs meets the prespecified H ∞ norm upper bound constraint. A numerical example is provided to demonstrate the flexibility of the proposed design approach.
基金supported by the National Natural Science Foundation of China(6127316261403104)
文摘The problem of the robust fault detection filter design for time-varying delays switched systems is considered in the framework of mixed H-/H∞. Firstly, the weighted H∞ performance index is utilized as the robustness performance, and the H- index is used as the sensitivity performance for obtaining the robust fault detection filter. Then a novel multiple Lyapunov-Krasovskii function is proposed for deriving sufficient existence conditions of the robust fault detection filter based on the average dwell time technique. By introducing slack matrix variable, the coupling between the Lyapunov matrix and system matrix is removed, and the conservatism of results is reduced. Based on the robust fault detection filter, residual is generated and evaluated for detecting faults. In addition, the results of this paper are dependent on time delays,and represented in the form of linear matrix inequalities. Finally,the simulation example verifies the effectiveness of the proposed method.