Filtering, Control and Fault Detection with Randomly Occurring Incomplete Information

Hongli Dong, Harbin Institute of Technology, ChinaHongli Dong received the Ph.D. degree in Control Science and Engineering in 2012 from Harbin Institute of Technology, Harbin, China. From July 2009 to January 2010, she was a Research Assistant in the Department of Applied Mathematics, the City University of Hong Kong. From October 2010 to January 2011, she was a Research Assistant in the Department of Mechanical Engineering, the University of Hong Kong. From January 2011 to January 2012, she was a Visiting Scholar in the Department of Information Systems and Computing, Brunel University, London, U.K. She is now a professor with the College of Electrical and Information Engineering, Northeast Petroleum University, Daqing, China, and is currently an Alexander von Humboldt research fellow at the University of Duisburg-Essen, Duisburg, Germany. Dr. Dong's current research interests include robust control and networked control systems. She is a very active reviewer for many international journals.Zidong Wang, Brunel University, UKZidong Wang is currently Professor of Dynamical Systems and Computing in the Department of Information Systems and Computing, Brunel University, U.K. From 1990 to 2002, he held teaching and research appointments in universities in China, Germany and the UK. Prof. Wang's research interests include dynamical systems, signal processing, bioinformatics, control theory and applications. He has published more than 280 papers in refereed international journals. He is a holder of the Alexander von Humboldt Research Fellowship of Germany, the JSPS Research Fellowship of Japan, William Mong Visiting Research Fellowship of Hong Kong. Prof. Wang serves as the Executive Editor for Systems Science and Control Engineering (Taylor and Francis) and an Associate Editor for 11 international journals including five IEEE Transactions. He is a Senior Member of the IEEE, a Fellow of the Royal Statistical Society and a member of the program committee for many international conferences.Huijun Gao, Harbin Institute of Technology, ChinaHuijun Gao received the Ph.D. degree in Control Science and Engineering from Harbin Institute of Technology, China, in 2005. He was a Research Associate with the Department of MechanicalEngineering, The University of Hong Kong, from November 2003 to August 2004. From October 2005 to October 2007, he carried out his postdoctoral research with the Department of Electrical and Computer Engineering, University of Alberta, Canada. Since November 2004, he has been with Harbin Institute of Technology, where he is currently a Professor and Director of the Research Institute of Intelligent Control and Systems. Prof. Gao's research interests include network-based control, robust control/filter theory, time-delay systems and their engineering applications. He is an Associate Editor for Automatica, IEEE Transactions on Industrial Electronics, IEEE Transactions on Systems Man and Cybernetics, IEEE Transactions on Fuzzy Systems, IEEE Transactions on Circuits and Systems, IEEE Transactions on Control Systems Technology, etc.

• Preface xi Acknowledgments xiiiList of Abbreviations xvList of Notations xvii1 Introduction 11.1 Background, Motivations, and Research Problems 21.2 Outline 72 Variance-Constrained Finite-Horizon Filtering and Control with Saturations 112.1 Problem Formulation for Finite-Horizon Filter Design 122.2 Analysis of H∞ and Covariance Performances 142.3 Robust Finite-Horizon Filter Design 192.4 Robust H∞ Finite-Horizon Control with Sensor and Actuator Saturations 222.5 Illustrative Examples 302.6 Summary 363 Filtering and Control with Stochastic Delays and Missing Measurements 413.1 Problem Formulation for Robust Filter Design 423.2 Robust H∞ Filtering Performance Analysis 453.3 Robust H∞ Filter Design 503.4 Robust H∞ Fuzzy Control 533.5 Illustrative Examples 593.6 Summary 724 Filtering and Control for Systems with Repeated Scalar Nonlinearities 734.1 Problem Formulation for Filter Design 744.2 Filtering Performance Analysis 784.3 Filter Design 804.4 Observer-Based H∞ Control with Multiple Packet Losses 834.5 Illustrative Examples 894.6 Summary 995 Filtering and Fault Detection for Markov Systems with Varying Nonlinearities 1015.1 Problem Formulation for Robust H∞ Filter Design 1025.2 Performance Analysis of Robust H∞ Filter 1055.3 Design of Robust H∞ Filters 1095.4 Fault Detection with Sensor Saturations and Randomly Varying Nonlinearities 1155.5 Illustrative Examples 1225.6 Summary 1386 Quantized Fault Detection with Mixed Time-Delays and Packet Dropouts 1396.1 Problem Formulation for Fault Detection Filter Design 1406.2 Main Results 1436.3 Fuzzy-Model-Based Robust Fault Detection 1506.4 Illustrative Examples 1586.5 Summary 1707 Distributed Filtering over Sensor Networks with Saturations 1717.1 Problem Formulation 1717.2 Main Results 1767.3 An Illustrative Example 1827.4 Summary 1878 Distributed Filtering with Quantization Errors: The Finite-Horizon Case 1898.1 Problem Formulation 1898.2 Main Results 1948.3 An Illustrative Example 1988.4 Summary 2039 Distributed Filtering for Markov Jump Nonlinear Time-Delay Systems 2059.1 Problem Formulation 2059.2 Main Results 2119.3 An Illustrative Example 2209.4 Summary 22310 A New Finite-Horizon H∞ Filtering Approach to Mobile Robot Localization 22710.1 Mobile Robot Kinematics and Absolute Measurement 22710.2 A Stochastic H∞ Filter Design 23210.3 Simulation Results 24210.4 Summary 24511 Conclusions and Future Work 24711.1 Conclusions 24711.2 Contributions 24911.3 Future Work 250References 253Index 261