Title :
H∞ state estimation for discrete-time systems with fading measurements and randomly varying nonlinearities
Author :
Derui Ding ; Zidong Wang ; Hongli Dong ; Bo Shen
Author_Institution :
Sch. of Inf. Sci. & Technol., Donghua Univ., Shanghai, China
Abstract :
In this paper, the H∞ state estimation problem is investigated for a class of stochastic systems with the simultaneous presence of fading measurements and randomly varying nonlinearities (RVNs). A sequence of random variables obeying the Bernoulli distribution is utilized to govern RVNs. The Rice fading model, simultaneously, is employed to describe the phenomena of channel fadings by setting different values of the channel coefficients. The purpose of this paper is to design an H∞ state estimator such that the augmented system is stochastically stable and the disturbance rejection attenuation is constrained to a given level by means of the H∞-performance index. In terms of stochastic analysis methods, sufficient conditions are established under which the addressed state estimation problem is recast as solving a convex optimization problem via the semi-definite programme method. Finally, a simulation example is employed to show the usefulness of the proposed design scheme.
Keywords :
H∞ control; control nonlinearities; control system synthesis; convex programming; discrete time systems; fading channels; performance index; random processes; stability; state estimation; statistical distributions; stochastic systems; Bernoulli distribution; H∞ state estimation; H∞-performance index; RVN; Rice fading model; augmented system; channel coefficients; channel fadings; convex optimization problem; discrete-time systems; disturbance rejection attenuation; fading measurements; random variables; randomly varying nonlinearities; semidefinite programme method; stochastic analysis methods; stochastic stability; stochastic systems; sufficient conditions; Educational institutions; Fading; Mathematical model; State estimation; Stochastic processes; Stochastic systems; Symmetric matrices; H∞ state estimation; discrete-time systems; fading measurements; randomly varying nonlinearities;
Conference_Titel :
Automation and Computing (ICAC), 2013 19th International Conference on
Conference_Location :
London