Guoliang Wei

Brief paper: Robust filtering with stochastic nonlinearities and multiple missing measurements

This paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval [01]. Such a probabilistic distribution could be any commonly used discrete distribution over the interval [01]. The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is exponentially mean-square stable. By using the linear matrix inequality (LMI) method, sufficient conditions are established that ensure the exponential mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs. Illustrative examples are exploited to show the effectiveness of the proposed design procedures.

Robust H∞ finite-horizon filtering with randomly occurred nonlinearities and quantization effects

In this paper, the robust H~ finite-horizon filtering problem is investigated for discrete time-varying stochastic systems with polytopic uncertainties, randomly occurred nonlinearities as well as quantization effects. The randomly occurred nonlinearity, which describes the phenomena of a nonlinear disturbance appearing in a random way, is modeled by a Bernoulli distributed white sequence with a known conditional probability. A new robust H~ filtering technique is developed for the addressed Ito-type discrete time-varying stochastic systems. Such a technique relies on the forward solution to a set of recursive linear matrix inequalities and is therefore suitable for on-line computation. It is worth mentioning that, in the filtering process, the information of both the current measurement and the previous state estimate is employed to estimate the current state. Finally, a simulation example is exploited to show the effectiveness of the method proposed in this paper.

Brief paper: H∞ filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays

This paper is concerned with the H~ filtering problem for a general class of nonlinear discrete-time stochastic systems with randomly varying sensor delays, where the delayed sensor measurement is governed by a stochastic variable satisfying the Bernoulli random binary distribution law. In terms of the Hamilton-Jacobi-Isaacs inequalities, preliminary results are first obtained that ensure the addressed system to possess an l2-gain less than a given positive scalar @c. Next, a sufficient condition is established under which the filtering process is asymptotically stable in the mean square and the filtering error satisfies the H~ performance constraint for all nonzero exogenous disturbances under the zero-initial condition. Such a sufficient condition is then decoupled into four inequalities for the purpose of easy implementation. Furthermore, it is shown that our main results can be readily specialized to the case of linear stochastic systems. Finally, a numerical simulation example is used to demonstrate the effectiveness of the results derived.

Brief paper: A note on control of a class of discrete-time stochastic systems with distributed delays and nonlinear disturbances

This paper is concerned with the state feedback control problem for a class of discrete-time stochastic systems involving sector nonlinearities and mixed time-delays. The mixed time-delays comprise both discrete and distributed delays, and the sector nonlinearities appear in the system states and all delayed states. The distributed time-delays in the discrete-time domain are first defined and then a special matrix inequality is developed to handle the distributed time-delays within an algebraic framework. An effective linear matrix inequality (LMI) approach is proposed to design the state feedback controllers such that, for all admissible nonlinearities and time-delays, the overall closed-loop system is asymptotically stable in the mean square sense. Sufficient conditions are established for the nonlinear stochastic time-delay systems to be asymptotically stable in the mean square sense, and then the explicit expression of the desired controller gains is derived. A numerical example is provided to show the usefulness and effectiveness of the proposed design method.

A delay-dependent approach to H ∞ filtering for stochastic delayed jumping systems with sensor non-linearities

In this paper, a delay-dependent approach is developed to deal with the stochastic H ∞ filtering problem for a class of Itô type stochastic time-delay jumping systems subject to both the sensor non-linearities and the exogenous non-linear disturbances. The time delays enter into the system states, the sensor non-linearities and the external non-linear disturbances. The purpose of the addressed filtering problem is to seek an H ∞ filter such that, in the simultaneous presence of non-linear disturbances, sensor non-linearity as well as Markovian jumping parameters, the filtering error dynamics for the stochastic time-delay system is stochastically stable with a guaranteed disturbance rejection attenuation level γ. By using Itôs differential formula and the Lyapunov stability theory, we develop a linear matrix inequality approach to derive sufficient conditions under which the desired filters exist. These conditions are dependent on the length of the time delay. We then characterize the expression of the filter parameters, and use a simulation example to demonstrate the effectiveness of the proposed results.

Robust filtering for stochastic genetic regulatory networks with time-varying delay

This paper addresses the robust filtering problem for a class of linear genetic regulatory networks (GRNs) with stochastic disturbances, parameter uncertainties and time delays. The parameter uncertainties are assumed to reside in a polytopic region, the stochastic disturbance is state-dependent described by a scalar Brownian motion, and the time-varying delays enter into both the translation process and the feedback regulation process. We aim to estimate the true concentrations of mRNA and protein by designing a linear filter such that, for all admissible time delays, stochastic disturbances as well as polytopic uncertainties, the augmented state estimation dynamics is exponentially mean square stable with an expected decay rate. A delay-dependent linear matrix inequality (LMI) approach is first developed to derive sufficient conditions that guarantee the exponential stability of the augmented dynamics, and then the filter gains are parameterized in terms of the solution to a set of LMIs. Note that LMIs can be easily solved by using standard software packages. A simulation example is exploited in order to illustrate the effectiveness of the proposed design procedures.

Probability-Dependent Gain-Scheduled Filtering for Stochastic Systems With Missing Measurements

This brief addresses the gain-scheduled filtering problem for a class of discrete-time systems with missing measurements, nonlinear disturbances, and external stochastic noise. The missing-measurement phenomenon is assumed to occur in a random way, and the missing probability is time-varying with securable upper and lower bounds that can be measured in real time. The multiplicative noise is a state-dependent scalar Gaussian white-noise sequence with known variance. The addressed gain-scheduled filtering problem is concerned with the design of a filter such that, for the admissible random missing measurements, nonlinear parameters, and external noise disturbances, the error dynamics is exponentially mean-square stable. The desired filter is equipped with time-varying gains based primarily on the time-varying missing probability and is therefore less conservative than the traditional filter with fixed gains. It is shown that the filter parameters can be derived in terms of the measurable probability via the semidefinite program method.

Delay-dependent stabilization of stochastic interval delay systems with nonlinear disturbances

In this paper, a delay-dependent approach is developed to deal with the robust stabilization problem for a class of stochastic time-delay interval systems with nonlinear disturbances. The system matrices are assumed to be uncertain within given intervals, the time delays appear in both the system states and the nonlinear disturbances, and the stochastic perturbation is in the form of a Brownian motion. The purpose of the addressed stochastic stabilization problem is to design a memoryless state feedback controller such that, for all admissible interval uncertainties and nonlinear disturbances, the closed-loop system is asymptotically stable in the mean square, where the stability criteria are dependent on the length of the time delay and therefore less conservative. By using Itos differential formula and the Lyapunov stability theory, sufficient conditions are first derived for ensuring the stability of the stochastic interval delay systems. Then, the controller gain is characterized in terms of the solution to a delay-dependent linear matrix inequality (LMI), which can be easily solved by using available software packages. A numerical example is exploited to demonstrate the effectiveness of the proposed design procedure.

Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises

In this technical note, the quadratic error-constrained filtering problem is formulated and investigated for discrete time-varying nonlinear systems with state delays and non-Gaussian noises. Both the Lipschitz-like and ellipsoid-bounded nonlinearities are considered. The non-Gaussian noises are assumed to be unknown, bounded, and confined to specified ellipsoidal sets. The aim of the addressed filtering problem is to develop a recursive algorithm based on the semi-definite programme method such that, for the admissible time-delays, nonlinear parameters and external bounded noise disturbances, the quadratic estimation error is not more than a certain optimized upper bound at every time step. The filter parameters are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programme method. A simulation example is exploited to illustrate the effectiveness of the proposed design procedures.

Robust filtering for gene expression time series data with variance constraints

In this paper, an uncertain discrete-time stochastic system is employed to represent a model for gene regulatory networks from time series data. A robust variance-constrained filtering problem is investigated for a gene expression model with stochastic disturbances and norm-bounded parameter uncertainties, where the stochastic perturbation is in the form of a scalar Gaussian white noise with constant variance and the parameter uncertainties enter both the system matrix and the output matrix. The purpose of the addressed robust filtering problem is to design a linear filter such that, for the admissible bounded uncertainties, the filtering error system is Schur stable and the individual error variance is less than a prespecified upper bound. By using the linear matrix inequality (LMI) technique, sufficient conditions are first derived for ensuring the desired filtering performance for the gene expression model. Then the filter gain is characterized in terms of the solution to a set of LMIs, which can easily be solved by using available software packages. A simulation example is exploited for a gene expression model in order to demonstrate the effectiveness of the proposed design procedures.