H∞ filtering for discrete-time singularly perturbed systems with missing measurements

This paper considers the problem of H∞ filtering for discrete-time singularly perturbed systems with missing measurements. The missing measurements are described by a binary switching sequence satisfying a conditional probability distribution. Sufficient conditions for the existence of an H∞ filter are proposed, which ensure that, for all possible missing observations, the filter error system is asymptotically mean-square stable and satisfies the prescribed H∞ performance constraint when the singular perturbation parameter ε is lower than a pre-defined upper bound. Finally, a numerical example is given to illustrate the applicability of the obtained results.

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