A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances
Signal Processing - Signal processing in communications
Filtering for a class of nonlinear discrete-time stochastic systems with state delays
Journal of Computational and Applied Mathematics
A new delay system approach to network-based control
Automatica (Journal of IFAC)
Further improvement on synchronization stability of complex networks with coupling delays
International Journal of Computer Mathematics - COMPLEX NETWORKS
Zero assignment for robust H2/H∞ fault detection filter design
IEEE Transactions on Signal Processing
| Hi-index | 35.69 |
We investigate the robust filter design problem for a class of nonlinear time-delay stochastic systems. The system under study involves stochastics, unknown state time-delay, parameter uncertainties, and unknown nonlinear disturbances, which are all often encountered in practice and the sources of instability. The aim of this problem is to design a linear, delayless, uncertainty-independent state estimator such that for all admissible uncertainties as well as nonlinear disturbances, the dynamics of the estimation error is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are proposed to guarantee the existence of desired robust exponential filters, which are derived in terms of the solutions to algebraic Riccati inequalities. The developed theory is illustrated by numerical simulation