Robust filtering design for stochastic system with mode-dependent output quantization

This work is to investigate the problem of filter design for uncertain stochastic systems with mode-dependent quantized output measurements. The issues involved in this correspondence are output logarithmic quantization, Markovian jump parameters, It stochastic noise, and state noise. By employing an effective mathematical transformation, the quantization error of the output in the system equation is converted into a bounded nonlinearity. Based on the proposed model, a mode-dependent H_∞ filter is designed, and sufficient conditions are established such that the filtering error system is robustly stochastically stable. A simulation example is presented to illustrate the effectiveness of the proposed approach. © 2010 IEEE.