Robust H∞ filtering for stochastic time-delay systems with missing measurements
Robust H∞ filtering for stochastic time-delay systems with missing measurements
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DOI：
10.1109/tsp.2006.874370
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发表时间：
2006-07-01
影响因子：
5.4
通讯作者：
Liu, Xiaohui
中科院分区：
文献类型：
--
作者：
Wang, Zidong;Yang, Fuwen;Liu, Xiaohui
本文研究了具有测量缺失的随机不确定离散时滞系统的鲁棒H - 无穷滤波问题。测量缺失由满足条件概率分布的二进制切换序列描述。我们的目标是设计滤波器，使得对于所有可能的测量缺失以及所有可允许的参数不确定性，滤波误差系统是指数均方稳定的，并且满足规定的H - 无穷性能约束。通过某些线性矩阵不等式（LMI），得到了所研究问题可解的充分条件。当这些LMI可行时，还给出了期望的鲁棒H - 无穷滤波器的显式表达式。随后通过优化H - 无穷滤波性能构建了一个优化问题。最后，提供了一个数值例子来证明所提出设计方法的有效性和适用性。
In this paper, the robust H-infinity filtering problem is studied for stochastic uncertain discrete time-delay systems with missing measurements. The missing measurements are described by a binary switching sequence satisfying a conditional probability distribution. We aim to design filters such that, for all possible missing observations and all admissible parameter uncertainties, the filtering error system is exponentially mean-square stable, and the prescribed H-infinity performance constraint is met. In terms of certain linear matrix inequalities (LMIs), sufficient conditions for the solvability of the addressed problem are obtained. When these LMIs are feasible, an explicit expression of a desired robust H-infinity filter is also given. An optimization problem is subsequently formulated by optimizing the H-infinity filtering performances. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.