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Robust finite-time \(\mathcal H_\infty\) filtering for uncertain systems subject to missing measurements. (English) Zbl 1280.93083

Summary: In this paper, the robust finite-time \(\mathcal H_\infty \) filter design problem for uncertain systems subject to missing measurements is investigated. It is assumed that the system is subject to the norm-bounded uncertainties and the measurements of the output are intermittent. For the model of the missing measurements, the Bernoulli process is adopted. A full-order filter is proposed to estimate the signal which can track the signal to be estimated. By augmenting the system vector, a stochastic augmented system is obtained. Based on the analysis of the robust stochastic finite-time stability and the \(\mathcal H_\infty \) performance, the filter design method is obtained. The filter parameters can be calculated by solving a sequence of linear matrix inequalities. Finally, a numerical example is used to show the design procedure and the effectiveness of the proposed design approach.

MSC:

93E11 Filtering in stochastic control theory
93C41 Control/observation systems with incomplete information
93E15 Stochastic stability in control theory
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