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- Title
H<sub>∞</sub> filtering for non-linear systems with stochastic sensor saturations and Markov time delays: the asymptotic stability in probability.
- Authors
Yang Liu; Zidong Wang; Xiao He; Donghua Zhou
- Abstract
This study is concerned with the filtering problem for a class of non-linear systems with stochastic sensor saturations and Markovian measurement transmission delays, where the asymptotic stability in probability is considered. The sensors are subject to random saturations characterised by a Bernoulli distributed sequence. The transmission time delays are governed by a discrete-time Markov chain with finite states. In the presence of the non-linearities, stochastic sensor saturations and Markovian time delays, sufficient conditions are established to guarantee that the filtering process is asymptotically stable in probability without disturbances and also satisfies the H∞ criterion with respect to non-zero exogenous disturbances under the zero-initial condition. Moreover, it is illustrated that the results can be specialised to linear filters. Two simulation examples are presented to show the effectiveness of the proposed algorithms.
- Subjects
NONLINEAR systems; STOCHASTIC analysis; MARKOV processes; PROBABILITY theory; TIME delay systems
- Publication
IET Control Theory & Applications (Wiley-Blackwell), 2016, Vol 10, Issue 14, p1706
- ISSN
1751-8644
- Publication type
Article
- DOI
10.1049/iet-cta.2015.1062