Unbiased H_∞ filtering for stochastic systems with data packet losses

摘要

This paper presents the unbiased H_∞ filter design for stochastic systems with data packet losses. By constructing unbiased filter, the complexity and computational burden of the real-time filtering process are reduced greatly. Delay-dependent sufficient conditions for stochastic system with data packet losses are proposed in terms of linear matrix inequalities (LMIs). Numerical example demonstrates the proposed approaches are effective.