211
Views
38
CrossRef citations to date
0
Altmetric
Articles

Receding horizon filtering for a class of discrete time-varying nonlinear systems with multiple missing measurements

, , &
Pages 198-211 | Received 10 Jun 2014, Accepted 04 Aug 2014, Published online: 26 Nov 2014

References

  • Alessandri, A., M. Baglietto, and G. Battistelli. 2003. “Receding-horizon Estimation for Discrete-time Linear Systems.” IEEE Transactions on Automatic Control 48 (3): 473–478.
  • Alessandri, A., M. Baglietto, and G. Battistelli. 2005. “Receding-horizon Estimation for Switching Discrete-time Linear Systems.” IEEE Transactions on Automatic Control 50 (11): 1736–1748.
  • Bouibed, K., L. Seddiki, K. Guelton, and H. Akdag. 2014. “Actuator and Sensor Fault Detection and Isolation of an Actuated Seat via Nonlinear Multi-observers.” Systems Science and Control Engineering: An Open Access Journal 2 (1): 150–160.
  • Buxbaum, P. 1974. “Fixed-memory Recursive Filters.” IEEE Transactions on Information Theory 20 (1): 113–115.
  • Dong, H., Z. Wang, D. W. C. Ho, and H. Gao. 2010. “Variance-constrained H∞ Filtering for a Class of Nonlinear Time-varying Systems with Multiple Missing Measurements: The Finite-horizon Case.” IEEE Transactions on Signal Processing 58 (5): 2534–2543.
  • Fitzgerald, R. J. 1971. “Divergence of the Kalman Filter.” IEEE Transactions on Automatic Control 16 (6): 736–747.
  • Friedlander, B., T. Kailath, and M. Morf. 1978. “Extended Levinson and Chandrasekhar Equations for General Discrete-time Linear Estimation Problems.” IEEE Transactions on Automatic Control AC-23 (4): 653–659.
  • Grewal, M. S., and A. P. Anderews. 1993. Kalman Filtering: Theory and Practice. Englewood Cliffs, NJ: Prentice-Hall.
  • He, X., Z. Wang, X. Wang, and D. Zhou. 2014. “Networked Strong Tracking Filtering with Multiple Packet Dropouts: Algorithms and Applications.” IEEE Transactions on Industrial Electronics 61 (3): 1454–1463.
  • Hounkpevi, F. O., and E. Yaz. 2007. “Robust Minimum Variance Linear State Estimators for Multiple Sensors with Different Failure Rates.” Automatica 43 (7): 1274–1280.
  • Hu, J., Z. Wang, H. Gao, and L. K. Stergioulas. 2012. “Extended Kalman Filtering with Stochastic Nonlinearities and Multiple Missing Measurements.” Automatica 48 (9): 2007–2015.
  • Hu, J., Z. Wang, B. Shen, and H. Gao. 2013. “Quantised Recursive Filtering for a Class of Nonlinear Systems with Multiplicative Noises and Missing Measurements.” International Journal of Control 86 (4): 650–663.
  • Jacobson, D. 1974. “A General Result in Stochastic Optimal Control of Nonlinear Discrete-time Systems with Quadratic Performance Criteria.” Journal of Mathematical Analysis and Applications 47 (1): 153–161.
  • Jazwinski, A. 1968. “Limited Memory Optimal Filtering.” IEEE Transactions on Automatic Control 13 (5): 558–563.
  • Kim, P. 2010. “An Alternative FIR Filter for State Estimation in Discrete-time Systems.” Digital Signal Processing 20 (3): 935–943.
  • Kluge, S., K. Reif, and M. Brokate. 2010. “Stochastic Stability of the Extended Kalman Filter with Intermittent Observations.” IEEE Transactions on Automatic Control 55 (2): 514–518.
  • Kwon, W., P. Kim, and S. Han. 2002. “A Receding Horizon Unbiased FIR Filter for Discrete-time State Space Models.” Automatica 38 (3): 545–551.
  • Kwon, O., W. Kwon, and K. Lee. 1989. “FIR Filter and Recursive Forms for Discrete-time State-space Models.” Automatica 25 (5): 715–728.
  • Kwon, W., K. Lee, and J. Lee. 1994. “Fast Algorithms for Optimal FIR Filter and Smoother of Discrete-time State-space Models.” Automatica 30 (3): 489–492.
  • Liang, J., F. Sun, and X. Liu. 2014. “Finite-horizon H∞ Filtering for Time-varying Delay Systems with Randomly Varying Nonlinearities and Sensor Saturations.” Systems Science and Control Engineering: An Open Access Journal 2 (1): 108–118.
  • Liu, L., F. Wu, and W. Zhang. 2014. “Estimating Parameters of S-systems by an Auxiliary Function Guided Coordinate Descent Method.” Systems Science and Control Engineering: An Open Access Journal 2 (1): 125–134.
  • Park, S., W. Kwon, O. Kwon, and M. Kim. 1997. “Short-time Fourier analysis via Optimal Harmonic FIR Filters.” IEEE Transactions on Signal Processing 45 (6): 1535–1542.
  • Sahebsara, M., T. Chen, and S. L. Shah. 2007. “Optimal H2 Filtering in Networked Control Systems with Multiple Packet Dropout.” IEEE Transactions on Automatic Control 52 (8): 1508–1513.
  • Sangsuk-Iam, S., and T. E. Bullock. 1990. “Analysis of Discrete-time Kalman Filtering Under Incorrect Noise Covariances.” IEEE Transactions on Automatic Control 35 (5): 1304–1309.
  • Shen, B. 2014. “A Survey on the Applications of the Krein-space Theory in Signal Estimation.” Systems Science and Control Engineering: An Open Access Journal 2 (1): 143–149.
  • Shen, B., Z. Wang, and Y. S. Hung. 2010. “Distributed H∞-consensus Filtering in Sensor Networks with Multiple Missing Measurements: The Finite-horizon Case.” Automatica 46 (10): 1682–1688.
  • Shmaliy, Y. S. 2008. “Optimal Gains of FIR Estimators for a Class of Discrete-time State-space Models.” IEEE Signal Processing Letters 15: 517–520.
  • Shmaliy, Y. S., J. Munoz-Diaz, and L. Arceo-Miquel. 2008. “Optimal Horizons for a One-parameter Family of Unbiased FIR Filters.” Digital Signal Processing 18 (5): 739–750.
  • Sinopoli, B., L. Schenato, M. Franceschetti, K. Poolla, M. I. Jordan, and S. S. Sastry. 2004. “Kalman Filtering with Intermittent Observations.” IEEE Transactions on Automatic Control 49: 1453–1464.
  • Wang, Z., D. W. C. Ho, and X. Liu. 2003. “Variance-constrained Filtering for Uncertain Stochastic Systems with Missing Measurements.” IEEE Transactions on Automatic Control 48 (7): 1254–1258.
  • Wei, G., Z. Wang, and H. Shu. 2009. “Robust Filtering with Stochastic Nonlinearities and Multiple Missing Measurements.” Automatica 45 (3): 836–841.
  • Yaz, E., and Y. Yaz. 2001. “State Estimation of Uncertain Nonlinear Stochastic Systems with General Criteria.” Applied Mathematics Letters 14 (5): 605–610.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.