Robust H∞ filtering for networked systems with multiple state delays

Abstract

In this paper, a new robust H∞ filter design problem is studied for a class of networked systems with multiple state-delays. Two kinds of incomplete measurements, namely, measurements with random delays and measurements with stochastic missing phenomenon, are simultaneously considered. Such incomplete measurements are induced by the limited bandwidth of communication networks, and are modelled as a linear function of a certain set of indicator functions that depend on the same stochastic variable. Attention is focused on the analysis and design problems of a full-order robust H∞ filter such that, for all admissible parameter uncertainties and all possible incomplete measurements, the filtering error dynamics is exponentially mean-square stable and a prescribed H∞ attenuation level is guaranteed. Some recently reported methodologies, such as delay-dependent and parameter-dependent stability analysis approaches, are employed to obtain less conservative results. Sufficient conditions, which are dependent on the occurrence probability of both the random sensor delay and missing measurement, are established for the existence of the desired filters in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, the explicit expression of the desired filter can also be characterized. Finally, numerical examples are given to illustrate the effectiveness and applicability of the proposed design method.