TY - JOUR
T1 - Robust H∞ filtering for stochastic time-delay systems with missing measurements
AU - Wang, Zidong
AU - Yang, Fuwen
AU - Ho, Daniel W.C.
AU - Liu, Xiaohui
PY - 2006/7
Y1 - 2006/7
N2 - In this paper, the robust H∞ 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∞ 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∞ filter is also given. An optimization problem is subsequently formulated by optimizing the H∞ filtering performances. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach. © 2006 IEEE.
AB - In this paper, the robust H∞ 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∞ 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∞ filter is also given. An optimization problem is subsequently formulated by optimizing the H∞ filtering performances. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach. © 2006 IEEE.
KW - H∞ filtering
KW - Missing measurements
KW - Parameter uncertainty
KW - Robust filtering
KW - Time-delay systems
UR - http://www.scopus.com/inward/record.url?scp=33745727022&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-33745727022&origin=recordpage
U2 - 10.1109/TSP.2006.874370
DO - 10.1109/TSP.2006.874370
M3 - RGC 21 - Publication in refereed journal
VL - 54
SP - 2579
EP - 2587
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
SN - 1053-587X
IS - 7
ER -