报告人：马立丰（南京理工大学）

报告题目： Probability-Guaranteed Envelope-Constrained Filtering for Nonlinear Systems Subject to Measurement Outliers

报告时间：12月10日 下午15:30-16:30

腾讯会议：509-141-535

报告摘要：This talk discusses the recursive filtering problem for nonlinear time-varying stochastic systems subject to possible measurement outliers. In order to mitigate the effects from possible abnormal measurements, we construct a filter with a saturation constraint imposed on the innovations where the saturation level is adaptively determined according to the estimation errors. Two performance indices, namely, the finite-horizon H∞ specification and the envelope-constraint criterion with a prescribed probability, are put forward to describe the transient characteristics of the filtering error dynamics over a specified time interval. The purpose of the addressed problem is to design a filter capable of guaranteeing both the finite-horizon H∞ performance index and the probability-guaranteed envelope-constraint. Sufficient conditions are derived for the existence of the desired filter via certain convex optimization algorithms. Finally, an illustrative numerical example is proposed to demonstrate the effectiveness of the developed algorithm.

个人简介：马立丰，南京理工大学自动化学院教授、博士生导师。发表论文七十余篇，出版英文专著3部，授权多项发明专利；主持国家自然科学基金2项、江苏省基金2项、科技委基础加强课题2项、江苏省六大高峰人才计划1项等；担任多个国际期刊编委工作；获江苏省科学技术三等奖、军队科技进步奖二等奖等荣誉。