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This paper is concerned with the robust Kalman filter design for linear uncertain systems subject to randomly varying delay and missing measurements. Norm-bounded uncertainties and stochastic uncertainties simultaneously enter into the state matrix. Some Bernoulli random variables are introduced to account for the phenomena of random delay and missing measurements. Merging the stochastic uncertainties...
The robust recursive filter is proposed for a class of multi-sensor system with parameter uncertainties, stochastic nonlinearities, event-triggered transmission and missing measurements in this paper. Both the parameter uncertainties and nonlinearities enter into the system in a random way characterized by random variables obeying the Gaussian distribution. By the event-triggered transmission, measurements...
This paper is concerned with the robust recursive filtering problem for multi-sensor nonlinear stochastic system with random uncertainties and missing measurements. The phenomenon of random uncertainties or multiplicative noises is included in the system model, measurement model and the filter parameters. The missing measurements of multi-sensor are assumed to be independent of each other with different...
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