Stochastic Filtering of Max-Plus Linear Systems With Bounded Disturbances

The objective of this paper is to propose a filtering strategy for max-plus linear systems with bounded disturbances without the direct calculation of the a posteriori state probability. The strategy is based on the inversion of the expectation of the measure with respect to the state variable. Amon...

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Bibliographic Details
Published in:IEEE transactions on automatic control 2019-09, Vol.64 (9), p.3706-3715
Main Authors: Mendes, Rafael Santos, Hardouin, Laurent, Lhommeau, Mehdi
Format: Article
Language:English
Subjects:
Algorithms
Computer simulation
Dioid
discrete event dynamics systems
Disturbances
Engineering Sciences
Filtration
idempotent semirings
Linear systems
Mathematical analysis
Mathematical model
max-plus algebra
Multiprotocol label switching
observer
Observers
Probability
state estimation
State variable
stochastic filtering
Stochastic processes
Synchronization
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Summary:The objective of this paper is to propose a filtering strategy for max-plus linear systems with bounded disturbances without the direct calculation of the a posteriori state probability. The strategy is based on the inversion of the expectation of the measure with respect to the state variable. Among the possible solutions, the closest to the prediction is chosen. An algorithm, based on interval propagation, is proposed to solve this problem. Simulations are performed to show the consistence of the proposed methodology with other approaches in the literature.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2018.2887353