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Ding, Derui; Wang, Zidong; Shen, Bo; Shu, Huisheng

State-saturated \(H_{\infty }\) filtering with randomly occurring nonlinearities and packet dropouts: the finite-horizon case. (English) Zbl 1285.93096

Int. J. Robust Nonlinear Control 23, No. 16, 1803-1821 (2013).
Summary: This paper deals with the \(H_{\infty }\) filtering problem for a class of discrete time-varying systems with state saturations, randomly occurring nonlinearities as well as successive packet dropouts. Two mutually independent sequences of random variables that obey the Bernoulli distribution are employed to describe the random occurrence of the nonlinearities and packet dropouts. The purpose of the addressed problem is to design a time-varying filter such that the \(H_{\infty }\) disturbance attenuation level is guaranteed, over a given finite-horizon, for the filtering error dynamics in the presence of saturated states, randomly occurring nonlinearities, and successive packet dropouts. By introducing a free matrix with its infinity norm less than or equal to 1, the error state is bounded by a convex hull so that some sufficient conditions obtained via solving a certain set of recursive nonlinear matrix inequalities. Furthermore, the obtained results are extended to the case when state saturations are partial. Two numerical simulation examples are provided to demonstrate the effectiveness and applicability of the proposed filter design approach.

Cited in 13 Documents

MSC:

93E11 Filtering in stochastic control theory
93B36 \(H^\infty\)-control
93C10 Nonlinear systems in control theory
93C55 Discrete-time control/observation systems

Keywords:

discrete time-varying systems; \(H_{\infty }\) filtering; finite-horizon; state saturations; randomly occurring nonlinearities; successive packet dropouts
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References:

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