Optimal robust non-fragile Kalman-type recursive filtering with finite-step autocorrelated noises and multiple packet dropouts

• Published in: Aerospace science and technology Vol. 15; no. 6; pp. 486 - 494
• Main Authors: Feng, Jianxin, Wang, Zidong, Zeng, Ming
• Format: Journal Article
• Language: English
• Published: Issy-les-Moulineaux Elsevier SAS 01.09.2011; Elsevier
• Subjects: Applied sciences; Computer science; control theory; systems; Computer systems and distributed systems. User interface; Control theory. Systems; Dropouts; Exact sciences and technology; Filtering; Filtration; Finite-step autocorrelated noises; Mathematical models; Modelling and identification; Multiplicative noises; Noise; Non-fragile filtering; Optimization; Packet dropouts; Recursive; Robust Kalman filtering; Software; Uncertainty; Non-fragile filtering; Multiplicative noises; Robust Kalman filtering; Finite-step autocorrelated noises; Packet dropouts; Infinite impulse response filter; Probabilistic approach; Kalman filter; Lossy channel; Modeling; Stochastic system; Recursive filtering; Multiplicative noise; Uncertain system; Minimal variance; System identification; Non deterministic system; Signal to noise ratio

In this paper, the optimal robust non-fragile Kalman-type recursive filtering problem is studied for a class of uncertain systems with finite-step autocorrelated measurement noises and multiple packet dropouts. The system state, measurement output and filter parameters are all subject to stochastic...