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Discrete Dynamics in Nature and Society
Volume 2012, Article ID 301043, 16 pages
Research Article

Robust Filtering for Linear Equality Constrained Systems

1Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, China
2College of Electric Engineering, Shanghai Dianji University, Shanghai 200240, China
3Business School, University of Shanghai for Science and Technology, Shanghai 200093, China

Received 27 March 2012; Revised 28 April 2012; Accepted 29 April 2012

Academic Editor: Victor S. Kozyakin

Copyright © 2012 Chuanbo Wen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper deals with the robust filtering problem for linear discrete-time constrained systems. The purpose is the design of a linear filter such that the resulting error system is bounded. An orthogonal factorization is used to decompose the original robust filtering problem into stochastic and deterministic parts, which are then solved separately. Finally, a numerical example is presented to demonstrate the applicability of the proposed method.