Robust Finite-Horizon Filtering for 2-D Systems With Randomly Varying Sensor Delays
针对一类带有参数不确定性和不完全测量的二维时变系统，设计了一种递归滤波器，通过最小化估计误差方差的上界来处理随机传感器时滞和缺失测量问题。
This paper is concerned with the robust finite-horizon filter design problem for a class of two-dimensional (2-D) time-varying systems with norm-bounded parameter uncertainties and incomplete measurements. The incomplete measurements cover randomly occurring sensor delays and missing measurements that are presented in a unified form by resorting to a stochastic Kronecker delta function. The occurrences of the sensor delays and missing measurements are governed by stochastic variables with known probability distributions. The main aim of the addressed problem is to design a recursive filter with appropriate gain parameters that ensure the local minimum of certain upper bound on the estimation error variance at each time instant. With the aid of the inductive approach and the 2-D Riccati-like difference equations, one of the first few attempts is made to tackle the robust filter design problem for 2-D uncertain systems with random sensor delays over a finite horizon. Sufficient conditions are provided for the existence of an upper bound on the estimation error variance, an algorithm is then developed to derive such an upper bound, and finally the desired filter is designed to minimize the obtained upper bound. The filter design procedure is of a recursive form that facilitates the online calculation. A numerical simulation is carried out to show the effectiveness of the developed filtering scheme.