报告题目: Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

摘要: Studies the problem of Kalman filtering for a class of uncertain linear continuous-time systems with Markovian jumping parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in the state and measurement equations. Stochastic quadratic stability of the above system is analyzed. A state estimator is designed such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties, which is in terms of solutions of two sets of coupled algebraic Riccati equations.

时间: 2017年10月14号下午

地点:图书馆求实厅

报告人简介:

石碰，纽卡斯尔大学获工学博士，南澳大利亚大学获理学博士，英国格拉摩根大学高级博士，龙江学者讲座教授，博士生导师，数学与应用学会会士，国际电气与电子工程师学会高级会员，工业与应用数学学会会员，《Int. J. Innovative Computing, Information and ControlS》(SCI)杂志主编，担任其领域内多家国际期刊的编委，包括《IEEE Trans. Automatic Control》，《IEEE Trans. Systems, Man, and Cybernetics - B》,《IEEE Trans. Fuzzy Systems》等，组织和主持多次大型国际会议。

石碰教授长期从事随机系统的稳定性、控制、估计和鲁棒性，不确定系统的鲁棒估计，混杂的非线性的动态系统的稳定和控制，故障检测及隔离，容错控制及可靠控制，信号处理，智能系统及信息处理，时滞系统，模糊系统，采样系统等研究。已经在国际期刊发表论文600余篇，他引20000余次。所发表的论文中，有150余篇发表在控制领域的顶级期刊，如IEEE Transactions, Automatica and SIAM Journals等。据Web of Science (ISI Thomson Reuters) 统计，石碰教授有70余篇论文列为高他引论文。