Robust guaranteed cost state estimation for discrete-time systems with random delays and random uncertainties

摘要

This paper investigates the guaranteed cost state estimation problem for a class of discrete-time systems based on the Wirtinger-based inequality with randomly occurring delays (RODs) and randomly occurring uncertainties (ROUs). The time-varying delays and parameter uncertainties are considered to occur in random way. Certain mutually uncorrelated Bernoulli-distributed white-noise sequences are included to govern the random occurrences. The cost function is chosen appropriately to guarantee an adequate level of performance. New sufficient conditions are established in terms of linear matrix inequalities to ensure the estimation of state vectors for the given discrete-time system by constructing Lyapunov-Krasovskii functionals and using reciprocally convex lemma. The advantage of using the proposed results is illustrated via numerical examples.