Delay-Dependent Robust H∞ Filtering with Lossy Measurements for Discrete-Time Systems

摘要

The design of robust filters for discrete-time systems with delays and lossy measurements is solved in this paper, when the uncertain parameters lie inside a given convex polytope, and measurements are lost following a binary switching sequence satisfying a conditional probability distribution. Delay-dependent H-infinity filters are designed, which ensure that the filtering error system is exponentially mean-square stable, and that a given H-infinity level of disturbance attenuation is achieved for the admissible uncertainties and lossy measurements. Less conservative results are obtained, compared with previous results, which are established in terms of LMIs. An iterative algorithm from numerical optimization ideas is proposed to design the filter. Three numerical examples illustrate the applicability of the proposed methodology.