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State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels

Author

Listed:
  • Li, Yueyang
  • Liu, Shuai
  • Zhong, Maiying
  • Ding, Steven X.

Abstract

This paper deals with robust state estimation problem for a class of stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels. An unbiased unknown input insensitive filter is designed such that the variance of the estimation error is minimized in the sense of the so-called P-estimation. The filter gain matrix is derived through solving a recursive Riccati equation and a generalized Lyapunov equation. A necessary and sufficient condition that guarantees the existence of the filter is given, which establishes a fundamental limit on the mean square capacity of each fading channel. Unknown input estimation and finite horizon stability of the proposed filter are also discussed. To illustrate the effectiveness of the proposed approach, the proposed algorithm is applied to a faulty remote controlled uninterruptible power system, where both the state and the fault are estimated.

Suggested Citation

  • Li, Yueyang & Liu, Shuai & Zhong, Maiying & Ding, Steven X., 2018. "State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels," Applied Mathematics and Computation, Elsevier, vol. 320(C), pages 116-130.
    • Handle: RePEc:eee:apmaco:v:320:y:2018:i:c:p:116-130
    DOI: 10.1016/j.amc.2017.09.008
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    References listed on IDEAS

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    1. Chang, Xiao-Heng & Xiong, Jun & Park, Ju H., 2016. "Fuzzy robust dynamic output feedback control of nonlinear systems with linear fractional parametric uncertainties," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 213-225.
    2. Song, Bo & Zhang, Ya & Park, Ju H. & Huang, Huan, 2016. "L2–L∞ filtering for stochastic systems driven by Poisson processes and Wiener processes," Applied Mathematics and Computation, Elsevier, vol. 276(C), pages 407-416.
    3. Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
    4. Chen, Xiangyong & Park, Ju H. & Cao, Jinde & Qiu, Jianlong, 2017. "Sliding mode synchronization of multiple chaotic systems with uncertainties and disturbances," Applied Mathematics and Computation, Elsevier, vol. 308(C), pages 161-173.
    5. Tang, Ze & Park, Ju H. & Lee, Tae H., 2016. "Dynamic output-feedback-based H∞ design for networked control systems with multipath packet dropouts," Applied Mathematics and Computation, Elsevier, vol. 275(C), pages 121-133.
    6. Song, Xinmin & Duan, Zhenhua & Park, Ju H., 2016. "Linear optimal estimation for discrete-time systems with measurement-delay and packet dropping," Applied Mathematics and Computation, Elsevier, vol. 284(C), pages 115-124.
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    Cited by:

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    2. Zihao Lu & Na Wang & Shigui Dong, 2023. "Improved Square-Root Cubature Kalman Filtering Algorithm for Nonlinear Systems with Dual Unknown Inputs," Mathematics, MDPI, vol. 12(1), pages 1-31, December.

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