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- Publisher Website: 10.1109/CONTROL.2012.6334756
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Conference Paper: Recursive filtering for a class of nonlinear systems with missing measurements
Title | Recursive filtering for a class of nonlinear systems with missing measurements |
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Authors | |
Keywords | Filtering error Missing measurements Nonlinear time varying systems Recursive filtering Recursive forms |
Issue Date | 2012 |
Publisher | IEEE. 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? |
Abstract | This 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 Identifier | http://hdl.handle.net/10722/190022 |
ISBN |
DC Field | Value | Language |
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dc.contributor.author | Hu, J | en_US |
dc.contributor.author | Wang, Z | en_US |
dc.contributor.author | Shen, B | en_US |
dc.contributor.author | Cai, C | en_US |
dc.contributor.author | Lam, J | en_US |
dc.date.accessioned | 2013-09-17T15:04:39Z | - |
dc.date.available | 2013-09-17T15:04:39Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.citation | The 2012 UKACC International Conference on Control (CONTROL 2012), Cardiff, UK., 3-5 September 2012. In Conference Proceedings, 2012, p. 929-934 | en_US |
dc.identifier.isbn | 978-1-4673-1560-9 | - |
dc.identifier.uri | http://hdl.handle.net/10722/190022 | - |
dc.description.abstract | This 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.language | eng | en_US |
dc.publisher | IEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1801908 | - |
dc.relation.ispartof | UKACC International Conference on Control Proceedings | en_US |
dc.subject | Filtering error | - |
dc.subject | Missing measurements | - |
dc.subject | Nonlinear time varying systems | - |
dc.subject | Recursive filtering | - |
dc.subject | Recursive forms | - |
dc.title | Recursive filtering for a class of nonlinear systems with missing measurements | en_US |
dc.type | Conference_Paper | en_US |
dc.identifier.email | Lam, J: james.lam@hku.hk | en_US |
dc.identifier.authority | Lam, J=rp00133 | en_US |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1109/CONTROL.2012.6334756 | - |
dc.identifier.scopus | eid_2-s2.0-84869485762 | - |
dc.identifier.hkuros | 223683 | en_US |
dc.identifier.spage | 929 | en_US |
dc.identifier.epage | 934 | en_US |
dc.publisher.place | United States | en_US |
dc.customcontrol.immutable | sml 140306 | - |