Kalman-type recursive filtering for stochastic nonlinear time-delay systems with randomly occurring deception attacks

• Published in: Chinese Control Conference pp. 5264 - 5269
• Main Authors: Liu, Shuai, Wei, Guoliang, Ding, Derui, Mao, Jingyang
• Format: Conference Proceeding
• Language: English
• Published: Technical Committee on Control Theory, CAA 01.07.2017
• Subjects: Covariance matrices; Difference equations; Kalman filters; Nonlinear systems; randomly occurring deception attack; Recursive filtering; Riccati-like difference equation; stochastic nonlinear system; Stochastic processes; Symmetric matrices; Upper bound
• ISSN: 1934-1768
• DOI: 10.23919/ChiCC.2017.8028188

In this paper, the Kalman-type recursive filtering problem is investigated for a class of discrete-time stochastic non-linear systems subject to time-delays and randomly occurring deception attacks. The deception attack under consideration is assumed to be bounded and occur in a random way, which is characterized by using the Bernoulli distribution white sequences. The purpose of the problem addressed in this paper is to design the Kalman-type recursive filter such that for all admissible randomly occurring cyber attacks, time-delays, Gaussian noises, deterministic nonlinearities and stochastic nonlinearities, an upper bound of the filtering error covariance matrix can be obtained in terms of two Riccati-like difference equations. Subsequently, by minimizing such an upper bound, the optimized filter gain can be derived. Finally, a simulation example is proposed to illustrate the effectiveness of the proposed Kalman-type recursive filter design scheme.