File Download
  Links for fulltext
     (May Require Subscription)
Supplementary

Conference Paper: Recursive filtering for a class of nonlinear systems with missing measurements

TitleRecursive filtering for a class of nonlinear systems with missing measurements
Authors
KeywordsFiltering error
Missing measurements
Nonlinear time varying systems
Recursive filtering
Recursive forms
Issue Date2012
PublisherIEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1801908
Citation
The 2012 UKACC International Conference on Control (CONTROL 2012), Cardiff, UK., 3-5 September 2012. In Conference Proceedings, 2012, p. 929-934 How to Cite?
AbstractThis paper is concerned with the finite-horizon recursive filtering problem for a class of nonlinear time-varying systems with missing measurements. The missing measurements are modeled by a series of mutually independent random variables obeying Bernoulli distributions with possibly different occurrence probabilities. Attention is focused on the design of a recursive filter such that, for the missing measurements, an upper bound for the filtering error covariance is guaranteed and such an upper bound is subsequently minimized by properly designing the filter parameters at each sampling instant. The desired filter parameters are obtained by solving two Riccati-like difference equations that are of a recursive form suitable for online applications. A simulation example is exploited to demonstrate the effectiveness of the proposed filter design scheme. © 2012 IEEE.
Persistent Identifierhttp://hdl.handle.net/10722/190022
ISBN

 

DC FieldValueLanguage
dc.contributor.authorHu, Jen_US
dc.contributor.authorWang, Zen_US
dc.contributor.authorShen, Ben_US
dc.contributor.authorCai, Cen_US
dc.contributor.authorLam, Jen_US
dc.date.accessioned2013-09-17T15:04:39Z-
dc.date.available2013-09-17T15:04:39Z-
dc.date.issued2012en_US
dc.identifier.citationThe 2012 UKACC International Conference on Control (CONTROL 2012), Cardiff, UK., 3-5 September 2012. In Conference Proceedings, 2012, p. 929-934en_US
dc.identifier.isbn978-1-4673-1560-9-
dc.identifier.urihttp://hdl.handle.net/10722/190022-
dc.description.abstractThis paper is concerned with the finite-horizon recursive filtering problem for a class of nonlinear time-varying systems with missing measurements. The missing measurements are modeled by a series of mutually independent random variables obeying Bernoulli distributions with possibly different occurrence probabilities. Attention is focused on the design of a recursive filter such that, for the missing measurements, an upper bound for the filtering error covariance is guaranteed and such an upper bound is subsequently minimized by properly designing the filter parameters at each sampling instant. The desired filter parameters are obtained by solving two Riccati-like difference equations that are of a recursive form suitable for online applications. A simulation example is exploited to demonstrate the effectiveness of the proposed filter design scheme. © 2012 IEEE.-
dc.languageengen_US
dc.publisherIEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1801908-
dc.relation.ispartofUKACC International Conference on Control Proceedingsen_US
dc.rightsUKACC International Conference on Control Proceedings. Copyright © IEEE.-
dc.rights©2012 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectFiltering error-
dc.subjectMissing measurements-
dc.subjectNonlinear time varying systems-
dc.subjectRecursive filtering-
dc.subjectRecursive forms-
dc.titleRecursive filtering for a class of nonlinear systems with missing measurementsen_US
dc.typeConference_Paperen_US
dc.identifier.emailLam, J: james.lam@hku.hken_US
dc.identifier.authorityLam, J=rp00133en_US
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1109/CONTROL.2012.6334756-
dc.identifier.scopuseid_2-s2.0-84869485762-
dc.identifier.hkuros223683en_US
dc.identifier.spage929en_US
dc.identifier.epage934en_US
dc.publisher.placeUnited Statesen_US
dc.customcontrol.immutablesml 140306-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats