Finite-horizon H∞ filtering for switched time-varying stochastic systems with random sensor nonlinearities and packet dropouts

• Published in: Signal processing Vol. 138; pp. 138 - 145
• Main Authors: Chen, Yonggang, Wang, Zidong, Qian, Wei, Alsaadi, Fuad E.
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.09.2017
• Subjects: Finite-horizon H∞ filtering; Random sensor nonlinearities; Stochastic disturbances; Successive packet dropouts; Switched time-varying systems; Random sensor nonlinearities; Stochastic disturbances; Switched time-varying systems; Finite-horizon H∞ filtering; Successive packet dropouts
• ISSN: 0165-1684; 1872-7557
• DOI: 10.1016/j.sigpro.2017.03.004

•The finite-horizon H-infinity filtering problem is investigated under the average dwell-time switching.•The switched time-varying systems are subject to state-dependent stochastic disturbances.•The system outputs suffer from sensor nonlinearities and packet dropouts.•A mode-dependent asynchronous time-varying filter is designed.•Explicit characterization of the filter gains is presented via solving recursive linear matrix inequalities. This paper is concerned with the finite-horizon H∞ filtering problem for a class of switched time-varying systems with state-dependent stochastic disturbances. The system outputs are subject to randomly occurring sensor nonlinearities and successive packet dropouts. Attention is focused on the design of a mode-dependent asynchronous time-varying filter such that the prescribed weighted H∞ performance requirement can be achieved under the average dwell-time switching. By utilizing the piecewise function approach and stochastic analysis technique, sufficient conditions are first established to ensure the existence of the desired finite-horizon asynchronous H∞ filter. Then, the explicit characterization of the filter gains is presented in terms of the solutions to certain recursive linear matrix inequalities. Finally, the effectiveness of the proposed filtering scheme is illustrated via a simulation example.