Finite-horizon H∞ filtering for time-varying delay systems with randomly varying nonlinearities and sensor saturations

By Jinling Liang, Fangbin Sun, Xiaohui Liu. 2014

50 citations recorded by the source corpus.

This paper mainly focuses on the H∞ filtering problem for a class of discrete time-varying systems with delays and randomly varying nonlinearities and sensor saturations. Two sets of binary switching sequences taking values of 1 and 0 are introduced to account for the stochastic phenomena of nonlinearities and sensor saturations which occur and influence the dynamics of the system in a probabilistic way. To further reflect the realities of transmission failure in the measurement, missing observation case is also considered simultaneously. By appropriately constructing a time-varying Lyapunov function and utilizing the stochastic analysis technique, sufficient criteria are presented in terms of a set of recursive linear matrix inequalities (RLMIs) under which the filtering error dynamics achieves the prescribed H∞ performance over a finite horizon. Moreover, at each time point k, the time-varying filter parameters can be solved iteratively according to the explicit solutions of the RLMIs. Finally, a numerical simulation is exploited to demonstrate the effectiveness of the proposed filter design scheme.

Subfields: Control and Systems Engineering, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/8e9a71711a3b38a26bb8ae6b2b2b133adb6a1161