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Exponential H ∞ filtering for nonlinear discrete‐time switched stochastic systems with mixed time delays and random missing measurements
Author(s) -
Zhang Dan,
Yu Li,
Zhang WenAn
Publication year - 2012
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.371
Subject(s) - dwell time , discrete time and continuous time , control theory (sociology) , exponential stability , nonlinear system , filter (signal processing) , mathematics , bounded function , noise (video) , linear matrix inequality , computer science , mathematical optimization , control (management) , statistics , mathematical analysis , medicine , clinical psychology , physics , quantum mechanics , artificial intelligence , image (mathematics) , computer vision
This paper is concerned with the exponential H ∞ filtering for a class of nonlinear discrete‐time switched stochastic hybrid systems with mixed time delays and random missing measurements. The switched system under study involves stochastic disturbance, time‐varying discrete delay, bounded distributed delay and nonlinearity. Attention is focused on the design of a mode‐dependent filter that guarantees the exponential stability in the mean‐square sense and a prescribed H ∞ noise attenuation level for the filtering error dynamics. By constructing a new Lyapunov functional and using the average dwell time scheme, a new delay‐dependent sufficient condition for the existence of the filter is presented in terms of linear matrix inequalities. A numerical example is finally given to show the effectiveness of the proposed design method. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society