Indexed by:
Abstract:
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.
Keyword:
Reprint 's Address:
Email:
Version:
Source :
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN: 1053-587X
Year: 2006
Issue: 7
Volume: 54
Page: 2579-2587
1 . 5 7
JCR@2006
4 . 6 0 0
JCR@2023
ESI Discipline: ENGINEERING;
JCR Journal Grade:1
Cited Count:
WoS CC Cited Count: 437
SCOPUS Cited Count: 507
ESI Highly Cited Papers on the List: 2 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
Affiliated Colleges: