Robust H_∞ filtering for networked stochastic systems with randomly occurring sensor nonlinearities and packet dropouts

摘要

In this paper, the robust H_∞ filtering problem is investigated for networked stochastic systems with norm bounded uncertainties and imperfect multiple transmitted measurements. The considered imperfect measurements contain randomly occurring sensor nonlinearities and packet dropouts, which are represented by multiple independent Markov chains with partially unknown transition probabilities. A one to one mapping is constructed to map the multiple independent Markov chains to an augmented one for facilitating the resultant system analysis. A sufficient condition is established to guarantee the exponential mean-square stability with fast decay rate and a certain H_∞ performance level of the filtering error systems. Then, the parameters of the full-order filter are expressed in terms of linear matrix inequalities (LMIs). Finally, a numerical example is shown to demonstrate the effectiveness of the proposed method.