Probability-dependent H_∞ filtering for nonlinear stochastic systems with missing measurements and randomly occurring communication delays

Abstract

In this article, the H _∞ filtering problem is investigated for a class of nonlinear stochastic systems with incomplete measurements. The considered incomplete measurements include both the missing measurements and the randomly occurring communication delays. By using a set of Kronecker delta functions, a unified measurement model is employed to describe the phenomena of random communication delays and missing measurements. The purpose of the problem addressed is to design an H _∞ filter such that, for all nonlinearities, incomplete measurements and external disturbances, the filtering error dynamics is exponentially mean-square stable and the H _∞-norm requirement is satisfied. A sufficient condition for the existence of the desired filter is established in terms of certain linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed filter scheme.

Keywords:

• incomplete measurements
• missing measurements
• randomly occurring communication delays
• H _∞ filtering
• nonlinear systems
• stochastic systems

Acknolwedgements

This work is supported by the National Natural Science Foundation of China (No. 60974030) and the Science and Technology Project of Education Department in Fujian Province, China (No. JA11211).