Unbiased H∞ Infinite 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.