Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/1189
Title: Robust H-infinity filtering for stochastic time-delay systems with missing measurements
Authors: Wang, Z
Yang, F
Ho, DWC
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.
Description: Copyright [2006] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
URI: http://bura.brunel.ac.uk/handle/2438/1189
Appears in Collections:Computer Science
Dept of Computer Science Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext525.67 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.