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Browse Journals & Magazines > Signal Processing, IEEE Trans ...> Volume:57 Issue:9 Help

Robust H_{\infty } Filtering for Switched Stochastic System With Missing Measurements

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4 Author(s)
Hao Zhang ; Dept. of Control Sci. & Eng., Tongji Univ., Shanghai, China ; Qijun Chen ; Huaicheng Yan ; Junhao Liu

This paper considers the design of robust H infin filtering problem for switched stochastic discrete time-delay system with missing measurements via switched Lyapunov function approach. Attention is focused on the design of an exponentially stable filter guaranteeing a prescribed noise attenuation level in the H infin sense and missing measurements probability. By using switched Lyapunov functionals, some sufficient conditions in terms of linear matrix inequalities (LMIs) are obtained. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.

Published in:
Signal Processing, IEEE Transactions on  (Volume:57 ,  Issue: 9 )

Date of Publication: Sept. 2009

Page(s):
3466 - 3474
ISSN :
1053-587X
INSPEC Accession Number:
10816675
Digital Object Identifier :
10.1109/TSP.2009.2020376
Product Type:
Journals & Magazines
Date of Publication :
07 April 2009
Date of Current Version :
11 August 2009
Issue Date :
Sept. 2009
Sponsored by :
IEEE Signal Processing Society

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