期刊
AUTOMATICA
卷 60, 期 -, 页码 12-16出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2015.06.037
关键词
State estimate ellipsoid; Set-membership filtering; Polytopic uncertainty; Probability-guaranteed
资金
- National Natural Science Foundation of China [61374039, 61403254]
- Shanghai Pujiang Program [13PJ1406300]
- Shanghai Natural Science Foundation of China [13ZR1428500]
- Innovation Program of Shanghai Municipal Education Commission [14YZ083]
- Hujiang Foundation of China [C14002, 015009]
In this note, the probability-guaranteed set-membership filtering problem is investigated for a class of time-varying systems with incomplete measurements. The uniform distribution over known finite ranges is assumed for mutually independent stochastic variables existing in the functions of system matrices. The process noise and measurement noise are unknown, bounded and confined to a specified ellipsoidal set respectively, which is handled by transformation to the inequality constraints. The purpose is to design a set-membership filter, for all the admissible unknown but bounded noises, known deterministic input and incomplete measurements, such that the ellipsoidal set including all possible states can be determined by a convex optimization approach with probability constraint. A recursive linear matrix inequality (RLMI) approach is proposed to address the probability-guaranteed set-membership filtering problem. Finally, a simulation example demonstrates the effectiveness of the proposed filtering scheme. (C) 2015 Elsevier Ltd. All rights reserved.
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