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Title: Robust H-infinity filtering for stochastic time-delay systems with missing measurements
Authors: Wang, Z
Yang, F
Liu, X
Keywords: Missing measurements;Parameter uncertainty;Robust filtering;Time-delay systems
Issue Date: 2006
Publisher: IEEE
Citation: IEEE Transactions on Signal Processing, 54(7): 2579- 2587
Abstract: In this paper, the robust H/sub /spl infin// 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/sub /spl infin// 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/sub /spl infin// filter is also given. An optimization problem is subsequently formulated by optimizing the H/sub /spl infin// filtering performances. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.
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Appears in Collections:Computer Science
Dept of Computer Science Research Papers

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