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Robust nonlinear filter for nonlinear systems with multiplicative noise uncertainties, unknown external disturbances, and packet dropouts
Author(s) -
Min Li,
Yingchun Zhang,
Yunhai Geng,
Shuang Wang,
Huayi Li
Publication year - 2017
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.3839
Subject(s) - control theory (sociology) , multiplicative function , multiplicative noise , nonlinear filter , robustness (evolution) , nonlinear system , extended kalman filter , upper and lower bounds , network packet , kalman filter , filter (signal processing) , computer science , mathematics , noise (video) , filter design , statistics , artificial intelligence , physics , telecommunications , transmission (telecommunications) , signal transfer function , analog signal , image (mathematics) , mathematical analysis , computer network , control (management) , quantum mechanics , computer vision , chemistry , biochemistry , gene
Summary This study is concerned with the robust nonlinear filtering problem for nonlinear discrete‐time stochastic system with multiplicative noise uncertainties, unknown external disturbances, and packet dropouts. The focus of this paper is to design a filter with predictor–corrector structure such that the upper bound on the state estimation error variance is minimized in the presence of multiplicative noise, unknown external disturbances, and packet dropouts. Thus, a robust nonlinear filter based on the method to obtain the upper bound on variances of multiplicative noises, unknown disturbances, and packet dropouts is designed. Further stability analysis shows that the proposed filter has robustness against multiplicative noises, unknown external disturbances, and packet dropouts. Simulation results show that the proposed filter is more effective than extended Kalman filter and other robust extended Kalman filter. Copyright © 2017 John Wiley & Sons, Ltd.