H∞ Filter Design for Discrete-time Systems with Missing Measurements

被引:2
|
作者
WANG Wu YANG Fu-Wen College of Electrical Engineering and Automation
机构
关键词
Missing data; discrete-time system; H∞; LMI;
D O I
10.16383/j.aas.2006.01.017
中图分类号
TN713 [滤波技术、滤波器];
学科分类号
080902 ;
摘要
For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-time systems with missing measurements. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data is assumed to be known. The main purpose is to obtain both full-and reduced-order filters such that the filter error systems are exponentially mean-square stable and guarantee a prescribed H∞ performance in terms of linear matrix inequality (LMI). A numerical example is provided to demonstrate the validity of the proposed design approach.
引用
收藏
页码:107 / 111
页数:5
相关论文
共 7 条
  • [1] A delay-dependent approach to robust H∞ filtering for uncertain discrete- time state-delayed systems. Gao Hui-Jun,Wang Chang-Hong. IEEE Transactions on Signal Processing . 2004
  • [2] Variance-constrained filtering for uncertain stochastic systems with missing measurements. Wang Z,Daniel W C,Liu X. IEEE Transactions on Automatic Control . 2003
  • [3] Recursive estimator for linear and nonlinear systems with uncertain observations. NaNacara W,Yaz E E. Signal Processing . 1997
  • [4] Optimal Filtering. Anderson B D O,Moore J B. . 1979
  • [5] Multiobjective filter design for uncertain stochastic time-delay systems. Subramanian A,Sayed A H. IEEE Transactions on Automatic Control . 2004
  • [6] Mixed H2/H∞ filtering for uncertain systems with regional pole assignment. Yang Fu-Wen,Wang Z,Hung Y S,Shu Hui-Sheng. IEEE Transactions on Aerospace and Electronic Systems . 2005
  • [7] Model validation and state estimation for uncertain continuous- time systems with missing discrete-continuous data. Savkin V,Petersen I R,Moheimani S O R. Computers and Electrical Engineering . 1999