Error-constrained tracking control for nonlinear systems with incomplete measurements and non-Gaussian noises

This paper is concerned with the finite-horizon tracking control problem for discrete nonlinear time-varying systems with state delays, non-Gaussian noises and incomplete measurement output. The exogenous non-Gaussian noises are unknown, bounded and confined to specified ellipsoidal sets. A deterministic measurement output model is proposed to account for the incomplete data transmission phenomenon caused by possible sensor aging or failures. The aim of the addressed tracking control problem is to develop an observer-based control over a finite-horizon such that, for the admissible time-delays, nonlinearities and non-Gaussian noises, both the quadratic tracking error and the estimation error are not more than certain upper bounds that are minimized at every time step. A recursive linear matrix inequality (RLMI) approach is used to solve the problem addressed. The observer and controller parameters are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programme method. A simulation example is exploited to illustrate the effectiveness of the proposed design procedures.