Variance-constrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysis

Abstract In this paper, the robust optimal filtering problem is discussed for time-varying networked systems with randomly occurring quantized measurements via the variance-constrained method. The stochastic nonlinearity is considered by statistical form. The randomly occurring quantized measurement...

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Bibliographic Details
Main Authors: Chaoqing Jia, Jun Hu
Format: Article
Language:English
Published: SpringerOpen 2019-02-01
Series:Advances in Difference Equations
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13662-019-2000-0
Description
Summary:Abstract In this paper, the robust optimal filtering problem is discussed for time-varying networked systems with randomly occurring quantized measurements via the variance-constrained method. The stochastic nonlinearity is considered by statistical form. The randomly occurring quantized measurements are expressed by a set of Bernoulli distributed random variables, where the quantized measurements are described by the logarithmic quantizer. The objective of this paper is to design a recursive optimal filter such that, for all randomly occurring uncertainties, randomly occurring quantized measurements and stochastic nonlinearity, an optimized upper bound of the estimation error covariance is given and the desired filter gain is proposed. In addition, the boundedness analysis problem is studied, where a sufficient condition is given to ensure the exponential boundedness of the filtering error in the mean-square sense. Finally, simulations with comparisons are proposed to demonstrate the validity of the presented robust variance-constrained filtering strategy.
ISSN:1687-1847