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This paper deals with the finite-horizon estimation of randomly occurring faults for a class of linear discrete time-varying systems. All the system parameters are time-varying and the failures are assumed to occur in a random way, and two sets of Bernoulli distributed white sequences are introduced to govern the failures probability. By using the completing squares method and stochastic analysis...
In this paper, we consider the robust filtering problem for discrete time-varying systems with delayed sensor measurement subject to norm-bounded parameter uncertainties. The delayed sensor measurement is assumed to be a linear function of a stochastic variable that satisfies the Bernoulli random binary distribution law. An upper bound for the actual covariance of the uncertain stochastic parameter...
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