Quantised polynomial filtering for nonlinear systems with missing measurements

• Published in: International journal of control Vol. 91; no. 10; pp. 2250 - 2260
• Main Authors: Liu, Yang, Wang, Zidong, Zhou, D. H.
• Format: Journal Article
• Language: English
• Published: Abingdon Taylor & Francis 03.10.2018; Taylor & Francis Ltd
• Subjects: Algorithms; Approximation; Covariance; Filter design (mathematics); Filtration; Functions (mathematics); Mathematical analysis; missing measurements; Nonlinear filtering; Nonlinear systems; polynomial approximation; Polynomials; quantisation; recursive algorithm; Upper bounds
• ISSN: 0020-7179; 1366-5820
• DOI: 10.1080/00207179.2017.1337933

This paper is concerned with the polynomial filtering problem for a class of nonlinear systems with quantisations and missing measurements. The nonlinear functions are approximated with polynomials of a chosen degree and the approximation errors are described as low-order polynomial terms with norm-bounded coefficients. The transmitted outputs are quantised by a logarithmic quantiser and are also subject to randomly missing measurements governed by a Bernoulli distributed sequence taking values on 0 or 1. Dedicated efforts are made to derive an upper bound of the filtering error covariance in the simultaneous presence of the polynomial approximation errors, the quantisations as well as the missing measurements at each time instant. Such an upper bound is then minimised through designing a suitable filter gain by solving a set of matrix equations. The filter design algorithm is recursive and therefore applicable for online computation. An illustrative example is exploited to show the effectiveness of the proposed algorithm.