Journal
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
Volume 21, Issue 14, Pages 1693-1709Publisher
WILEY
DOI: 10.1002/rnc.1662
Keywords
stochastic systems; discrete time-varying systems; H-infinity filtering; recursive linear matrix inequalities; multiple randomly occurred nonlinearities; successive packet dropouts
Funding
- Engineering and Physical Sciences Research Council (EPSRC) of the U.K. [GR/S27658/01]
- Royal Society of the U.K.
- National Natural Science Foundation of China [60974030, 61028008, 61074016]
- Shanghai Natural Science Foundation of China [10ZR1421200]
- International Science and Technology Cooperation Project of China [2009DFA32050]
- Alexander von Humboldt Foundation of Germany
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This paper is concerned with the robust H-infinity finite-horizon filtering problem for discrete time-varying stochastic systems with multiple randomly occurred sector-nonlinearities (MROSNs) and successive packet dropouts. MROSNs are proposed to model a class of sector-like nonlinearities that occur according to the multiple Bernoulli distributed white sequences with a known conditional probability. Different from traditional approaches, in this paper, a time-varying filter is designed directly for the addressed system without resorting to the augmentation of system states and measurement, which helps reduce the filter order. A new H-infinity filtering technique is developed by means of a set of recursive linear matrix inequalities that depend on not only the current available state estimate but also the previous measurement, therefore ensuring a better accuracy. Finally, two illustrative examples are used to demonstrate the effectiveness and applicability of the proposed filter design scheme. Copyright (C) 2010 John Wiley & Sons, Ltd.
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