Robust finite-time H∞ filtering for uncertain systems subject to missing measurements

• Published in: Journal of inequalities and applications Vol. 2013; no. 1
• Main Author: Deng, Zhenghong
• Format: Journal Article
• Language: English
• Published: Cham Springer International Publishing 09.05.2013
• Subjects: Analysis; Applications of Mathematics; Mathematics; Mathematics and Statistics; finite-time stability; linear matrix inequalities; filtering; robust filtering
• ISSN: 1029-242X; 1029-242X
• DOI: 10.1186/1029-242X-2013-236

In this paper, the robust finite-time H ∞ filter design problem for uncertain systems subject to missing measurements is investigated. It is assumed that the system is subject to the norm-bounded uncertainties and the measurements of the output are intermittent. For the model of the missing measurements, the Bernoulli process is adopted. A full-order filter is proposed to estimate the signal which can track the signal to be estimated. By augmenting the system vector, a stochastic augmented system is obtained. Based on the analysis of the robust stochastic finite-time stability and the H ∞ performance, the filter design method is obtained. The filter parameters can be calculated by solving a sequence of linear matrix inequalities. Finally, a numerical example is used to show the design procedure and the effectiveness of the proposed design approach.