Robust H∞ filtering for switched stochastic system with missing measurements

Authors:
Hao Zhang;Qijun Chen;Huaicheng Yan;Junhao Liu
Affiliations:
Department of Control Science and Engineering, Tongji University, Shanghai, China;Department of Control Science and Engineering, Tongji University, Shanghai, China;Department of Electronic Engineering, The Chinese University of Hong Kong, Hong Kong;Department of Control Science and Engineering, Tongji University, Shanghai, China
Venue:
IEEE Transactions on Signal Processing
Year:
2009

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Abstract

This paper considers the design of robust H∞ filtering problem for switched stochastic discrete time-delay system With missing measurements via switched Lyapunov function approach. Attention is focused on the design of an exponentially stable filter guaranteeing a prescribed noise attenuation level in the H∞ sense and missing measurements probability. By using switched Lyapunov functionals, some sufficient conditions in terms of linear matrix inequalities (LMIs) are obtained. Finally a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.