Probability-Dependent Gain-Scheduled Filtering for Stochastic Systems With Missing Measurements

This brief addresses the gain-scheduled filtering problem for a class of discrete-time systems with missing measurements, nonlinear disturbances, and external stochastic noise. The missing-measurement phenomenon is assumed to occur in a random way, and the missing probability is time-varying with securable upper and lower bounds that can be measured in real time. The multiplicative noise is a state-dependent scalar Gaussian white-noise sequence with known variance. The addressed gain-scheduled filtering problem is concerned with the design of a filter such that, for the admissible random missing measurements, nonlinear parameters, and external noise disturbances, the error dynamics is exponentially mean-square stable. The desired filter is equipped with time-varying gains based primarily on the time-varying missing probability and is therefore less conservative than the traditional filter with fixed gains. It is shown that the filter parameters can be derived in terms of the measurable probability via the semidefinite program method.

[1]  Huijun Gao,et al.  $${\cal{H}}_{\infty}$$ and $${\cal{L}}_{\bf 2}/{\cal{L}}_{\infty}$$Model Reduction for System Input with Sector Nonlinearities , 2005 .

[2]  James Lam,et al.  A Generalized Parameter-Dependent Approach to Robust H∞ Filtering of Stochastic Systems , 2009, Circuits Syst. Signal Process..

[3]  Wei Xing Zheng,et al.  Gain-scheduled H∞ filtering of parameter-varying discrete-time systems via parameter-dependent Lyapunov functions , 2009 .

[4]  Guo-Ping Liu,et al.  Predictive Controller Design of Networked Systems With Communication Delays and Data Loss , 2010, IEEE Transactions on Circuits and Systems II: Express Briefs.

[5]  Yuanqing Xia,et al.  Parameter-dependent robust H∞ filtering for uncertain discrete-time systems , 2009, Autom..

[6]  Fuwen Yang,et al.  Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements , 2006, IEEE Transactions on Signal Processing.

[7]  E. Boukas,et al.  Robust l2-l filtering for switched linear discrete time-delay systems with polytopic uncertainties , 2007 .

[8]  James Lam,et al.  New approach to mixed H/sub 2//H/sub /spl infin// filtering for polytopic discrete-time systems , 2005, IEEE Transactions on Signal Processing.

[9]  Fuwen Yang,et al.  Robust H-infinity filtering for stochastic time-delay systems with missing measurements , 2006 .

[10]  Zidong Wang,et al.  H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities , 2008, Autom..

[11]  James Lam,et al.  Parameter-dependent filter design with guaranteed H-infinity performance , 2005 .

[12]  Pierre Apkarian,et al.  Gain-scheduled filtering for time-varying discrete systems , 2004, IEEE Transactions on Signal Processing.

[13]  James Lam,et al.  Mixed H2/H∞ Filtering for Continuous-Time Polytopic Systems: A Parameter-Dependent Approach , 2005 .

[14]  Huijun Gao,et al.  A Parameter-Dependent Approach to Robust $H_{\infty }$ Filtering for Time-Delay Systems , 2008, IEEE Transactions on Automatic Control.

[15]  Behrouz Farhang-Boroujeny,et al.  Parameter Derivation of Type-2 Discrete-Time Phase-Locked Loops Containing Feedback Delays , 2009, IEEE Transactions on Circuits and Systems II: Express Briefs.

[16]  Zidong Wang,et al.  Filtering for Networked Stochastic Time-Delay Systems With Sector Nonlinearity , 2009, IEEE Transactions on Circuits and Systems II: Express Briefs.

[17]  Nan Xiao,et al.  Optimal Filtering for Systems With Multiple Packet Dropouts , 2008, IEEE Transactions on Circuits and Systems II: Express Briefs.