Robust l2–l∞ Filtering for Switched Time-Delay Systems with Missing Measurements

This paper investigates the problem of robust l2–l∞ filtering for switched discrete-time-delay systems with missing measurements. The missing measurements were modeled as a binary switch sequence specified by a conditional probability distribution. The purpose is the design of a filter such that for all admissible uncertainties, the filtering error system is exponentially mean-square stable with a prescribed l2–l∞ performance. By using the average dwell-time approach, a sufficient condition for the existence of such filters is obtained in terms of a set of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.