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H ∞ state estimation with fading measurements, randomly varying nonlinearities and probabilistic distributed delays
Author(s) -
Ding Derui,
Wang Zidong,
Shen Bo,
Dong Hongli
Publication year - 2014
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.3201
Subject(s) - fading , bernoulli distribution , bernoulli's principle , probabilistic logic , random variable , estimator , mathematics , control theory (sociology) , independent and identically distributed random variables , stochastic process , mathematical optimization , computer science , channel (broadcasting) , statistics , telecommunications , engineering , artificial intelligence , control (management) , aerospace engineering
Summary In this paper, theH ∞state estimation problem is investigated for a class of discrete‐time stochastic systems in simultaneous presence of three network‐induced phenomena, namely, fading measurements, randomly varying nonlinearities and probabilistic distributed delays. The channel fading is characterized by the ℓ th‐order Rice fading model whose coefficients are mutually independent random variables with given probability density functions. Two sequences of random variables obeying the Bernoulli distribution are utilized to govern the randomly varying nonlinearities and probabilistic distributed delays. The purpose of the problem addressed is to design anH ∞state estimator such that the dynamics of the estimation errors is stochastically stable and the prespecifiedH ∞disturbance rejection attenuation level is guaranteed. Through intensive stochastic analysis, sufficient conditions are established under which the addressed state estimation problem is recast as a convex optimization one that can be solved via the semi‐definite program method. Finally, a simulation example is provided to show the usefulness of the proposed state estimation scheme. Copyright © 2014 John Wiley & Sons, Ltd.