Title
Robust filtering design for stochastic system with mode-dependent output quantization
Abstract
This work is to investigate the problem of filter design for uncertain stochastic systems with mode-dependent quantized output measurements. The issues involved in this correspondence are output logarithmic quantization, Markovian jump parameters, Itô stochastic noise, and state noise. By employing an effective mathematical transformation, the quantization error of the output in the system equation is converted into a bounded nonlinearity. Based on the proposed model, a mode-dependent H∞ filter is designed, and sufficient conditions are established such that the filtering error system is robustly stochastically stable. A simulation example is presented to illustrate the effectiveness of the proposed approach.
Year
DOI
Venue
2010
10.1109/TSP.2010.2070496
IEEE Transactions on Signal Processing
Keywords
Field
DocType
filter design,stochastic noise,state noise,quantization error,output logarithmic quantization,mode-dependent output quantization,stochastic system,mode-dependent h,error system,mode-dependent quantized output measurement,trajectory,robustness,quantization,mathematical model,filtering
Signal processing,Mathematical optimization,Nonlinear system,Control theory,Filter (signal processing),Robustness (computer science),Quantization (physics),Estimation theory,Quantization (signal processing),Mathematics,Filter design
Journal
Volume
Issue
ISSN
58
12
1053-587X
Citations 
PageRank 
References 
39
1.65
6
Authors
3
Name
Order
Citations
PageRank
Ming Liu196340.79
Daniel W.C. Ho25311285.38
Yugang Niu3138896.56