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Finite-TimeH∞Filtering for Singular Stochastic Systems

Caixia Liu, Yingqi Zhang, Huixia Sun
2012 Journal of Applied Mathematics  
Then, theH∞filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and  ...  This paper addresses the problem of finite-timeH∞filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance.  ...  Acknowledgments The authors would like to thank the reviewers and the editors for their very helpful comments and suggestions to improve the presentation of the paper.  ... 
doi:10.1155/2012/615790 fatcat:zxgcmguorjduhml6fczh4a7z4a

Finite-TimeH∞Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays

Bin Yan, Xiaojia Zhou, Jun Cheng, Fangnian Lang
2015 Mathematical Problems in Engineering  
The issue of finite-timeH∞filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in this paper.H∞filtering is designed for underlying closed-loop singular Markovian  ...  By establishing the results of stochastic character and finite-time boundedness, the closed-loop singular Markovian jump system trajectory stays within the given bound.  ...  This paper is concerned with the finite-time boundedness of ∞ filtering for singular Markovian jump systems.  ... 
doi:10.1155/2015/567394 fatcat:lvxwucvjxjef7anpl6nqnjggfi

Finite-Time H∞ Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation

Wei Guan, Lei Fu, Yuechao Ma
2019 Complexity  
The paper is discussed with the problem of finite-time Hfiltering for discrete-time singular Markovian jump systems (SMJSs).  ...  We pay attention to the design of a Hfiltering which ensures the filtering error systems to be singular stochastic finite-time boundedness.  ...  Definition (see [30] , singular stochastic finite-time boundedness (SSFTB)).  ... 
doi:10.1155/2019/4675397 fatcat:erjnls6ynzhtla37fpjhmi6hbi

Robust Finite-Time H∞ Filtering for Discrete-Time Markov Jump Stochastic Systems

Aiqing Zhang
2018 Journal of Applied Mathematics and Physics  
A robust finite-time filter was established for singular discrete-time stochastic system in [13]. Some related works for finite-time problems were discussed in  ...  This study is concerned with the problem of finite-time Hfilter design for uncertain discrete-time Markov Jump stochastic systems.  ...  Thus the system is finite-time stochastic stable with respect to for all N.  ... 
doi:10.4236/jamp.2018.611201 fatcat:e7ba3h4r6fgwhjk62qybytvsta

Mode-Dependent Finite-Time H∞ Filtering for Stochastic Nonlinear Systems with Markovian Switching

Aiqing Zhang
2019 Journal of Applied Mathematics and Physics  
This paper addresses the problem of finite-time Hfilter design for a class of non-linear stochastic systems with Markovian switching.  ...  Based on stochastic differential equations theory, a mode-dependent finite-time Hfilter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed  ...  A robust finite-time filter was established for singular discrete-time stochastic system in [19] .  ... 
doi:10.4236/jamp.2019.79144 fatcat:a7hq2rttznfxjmo5q5dwr6mm2i

Robust Control, Optimization, and Applications to Markovian Jumping Systems

Shuping He, Zhengguang Wu, Hao Shen, Yanyan Yin, Quanxin Zhu
2014 Abstract and Applied Analysis  
, robust filtering, multiagent systems, networked control systems, time-delayed systems, neural networks, the Takagi-Sugeno fuzzy systems, simulated annealing, and fault detection methods.  ...  As the advanced control and optimization will provide a basis for the design and application of such stochastic systems, these advanced techniques would result in substantial and sustainable benefits.  ...  Acknowledgments We first express our great appreciation to all the authors of this special issue for their high quality contributions.  ... 
doi:10.1155/2014/582549 fatcat:wamtzydcezhwfnwbo5vgcmhq5y

Page 4089 of Mathematical Reviews Vol. , Issue 93g [page]

1993 Mathematical Reviews  
Singular systems: En Ping Wang, Local maximum principle for singular linear systems (103-108); H. Eliopoulou and N.  ...  Koketsu, Optimal state estimation for nonlinear dynamical systems using stochastic approximation (631-636); H.  ... 

Finite-Time Stability and Stabilization of Itô-Type Stochastic Singular Systems

Zhiguo Yan, Weihai Zhang
2014 Abstract and Applied Analysis  
This paper is concerned with the finite-time stability and stabilization problems for linear Itô stochastic singular systems.  ...  Then the concept of finite-time stochastic stability is introduced, and a sufficient condition under which an Itô stochastic singular system is finite-time stochastic stable is derived.  ...  Reference [16] investigated the ∞ control/filtering for a class of singular stochastic time-delay systems.  ... 
doi:10.1155/2014/263045 fatcat:bahbozearvcipdb7kgzxl3luri

Finite-Time Control and Estimation for Complex and Practical Dynamical Systems

Hui Zhang, Junmin Wang, Hamid Reza Karimi, Peng Shi, Zexu Zhang
2014 Abstract and Applied Analysis  
Acknowledgments We really appreciate all the authors for contributing submissions to this special issue.  ...  For Itô-type stochastic singular systems, Z. Yan and W.  ...  systems and switched systems; (5) finite-time stochastic systems; and (6) practical applications of finite-time systems.  ... 
doi:10.1155/2014/369328 fatcat:2crs3ontxra75alywxx2yo2dga

Page 5753 of Mathematical Reviews Vol. , Issue 91J [page]

1991 Mathematical Reviews  
Qualitative properties of the solution are obtained, such as the order of singularity of h and the singular support of h. Robustness of the estimate (filter) is established.  ...  Especially for time-invariant systems, this FIR filter is reduced to the previously known simple forms.  ... 

Page 6064 of Mathematical Reviews Vol. , Issue 98I [page]

1998 Mathematical Reviews  
A model for a system con- taining a finite number of components where each component behaves like an independent finite state continuous-time Markov chain is considered.  ...  Summary: “This paper discusses finite-dimensional optimal filters for partially observed Markov chains.  ... 

Page 2956 of Mathematical Reviews Vol. , Issue 91E [page]

1991 Mathematical Reviews  
{For the entire collection see MR 90m:93004.} Vladimir Katkovnik (2-LENIP) 91e:93093 93E11 93C55 Wang, En Ping (PRC-ASBJ-S) Suboptimal filtering for a singular discrete-time stochastic linear system.  ...  The author considers the linear filtering problem for singular discrete-time stochastic linear systems (1) Ex(k +1) = @®x(k)+ Tw(k), (2) y(k) = Hx(k +1)+v(k), where x(k) ER", y(k) ER”, w(k) ER’ and v(k  ... 

Page 593 of Mathematical Reviews Vol. , Issue 89A [page]

1989 Mathematical Reviews  
B.] (2-AOSUR-A) On stochastic filtering approximations of estimation problems for systems with uncertainty. Stochastics 23 (1988), no. 2, 109-130.  ...  The convergence behaviour of the ILS estimator is presented for time-invariant systems. For the sake of simplicity, in the stochastic case, the external perturbation is assumed to be a white noise.  ... 

Robust Finite-Time H∞ Filtering for Itô Stochastic Systems

Aiqing Zhang
2016 Journal of Applied Mathematics and Physics  
This paper investigates the problem of robust finite-time Hfilter design for Itô stochastic systems.  ...  A sufficient condition for the existence of a finite-time Hfilter for the stochastic system under consideration is achieved in terms of LMIS.  ...  A robust finite-time filter was established for singular discrete-time stochastic system in [12] .  ... 
doi:10.4236/jamp.2016.49179 fatcat:3ix7zumcozcj7ob4khsey6j3wm

Page 5056 of Mathematical Reviews Vol. , Issue 95h [page]

1995 Mathematical Reviews  
For a family of filter systems of the type considered in the paper the author proves, furthermore, the Mitter conjecture, namely that in order for a filter to be finite-dimensional, the observation function  ...  H. A. (4-LNDIC-EL; London); Zervos, M. (4-LNDIC-EL; London) A problem of singular stochastic control with discretionary stopping. (English summary) Ann. Appl. Probab. 4 (1994), no. 1, 226-240.  ... 
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