access icon free Robust H filter for discrete-time linear system with uncertain missing measurements and non-linearity

This study considers robust H filtering for discrete system with uncertain multiple missing measurements and probabilistic non-linearities. The measurement missing rate is assumed to be known with uncertainties and the non-linearities’ variation information between different bounds is utilised to build new type of non-linearity model. Employing these new characteristics, new filtering error dynamics with time delay and uncertainties are proposed. By using Lyapunov functional approach, sufficient conditions on the H performance analysis are obtained, and the desired filter parameters can also be obtained by solving certain linear matrix inequalities. Finally, an example is proposed to show the effectiveness of the proposed model and design procedures.

Inspec keywords: discrete time filters; H∞ filters; linear matrix inequalities

Other keywords: uncertain missing measurements; robust H∞ filter; measurement missing rate; H∞ performance analysis; probabilistic nonlinearities; nonlinearity variation information; filtering error dynamics; nonlinearity model; linear matrix inequalities; Lyapunov functional approach; discrete-time linear system; time delay

Subjects: Filtering methods in signal processing; Digital signal processing; Algebra; Algebra

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