Robust Filtering for Linear Equality Constrained Systems

This paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and de...

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Main Authors: Chuanbo Wen, Yunze Cai, Xiaoming Xu
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2012/301043
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author Chuanbo Wen
Yunze Cai
Xiaoming Xu
author_facet Chuanbo Wen
Yunze Cai
Xiaoming Xu
author_sort Chuanbo Wen
collection DOAJ
description This paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and deterministic parts, which are then solved separately. Finally, a numerical example is presented to demonstrate the applicability of the proposed method.
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publishDate 2012-01-01
publisher Wiley
record_format Article
series Discrete Dynamics in Nature and Society
spelling doaj-art-993a3ec5ed9d4b0abd3b9d5c3b5009e12025-08-20T03:37:03ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2012-01-01201210.1155/2012/301043301043Robust Filtering for Linear Equality Constrained SystemsChuanbo Wen0Yunze Cai1Xiaoming Xu2Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, ChinaDepartment of Automation, Shanghai Jiao Tong University, Shanghai 200240, ChinaBusiness School, University of Shanghai for Science and Technology, Shanghai 200093, ChinaThis paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and deterministic parts, which are then solved separately. Finally, a numerical example is presented to demonstrate the applicability of the proposed method.http://dx.doi.org/10.1155/2012/301043
spellingShingle Chuanbo Wen
Yunze Cai
Xiaoming Xu
Robust Filtering for Linear Equality Constrained Systems
Discrete Dynamics in Nature and Society
title Robust Filtering for Linear Equality Constrained Systems
title_full Robust Filtering for Linear Equality Constrained Systems
title_fullStr Robust Filtering for Linear Equality Constrained Systems
title_full_unstemmed Robust Filtering for Linear Equality Constrained Systems
title_short Robust Filtering for Linear Equality Constrained Systems
title_sort robust filtering for linear equality constrained systems
url http://dx.doi.org/10.1155/2012/301043
work_keys_str_mv AT chuanbowen robustfilteringforlinearequalityconstrainedsystems
AT yunzecai robustfilteringforlinearequalityconstrainedsystems
AT xiaomingxu robustfilteringforlinearequalityconstrainedsystems