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H_∞ Filtering for a Class of Discrete-Time Markovian Jump Systems with Missing Measurements

机译:一类具有缺失测量值的离散马尔可夫跳跃系统的H_∞滤波

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This paper is concerned with the H_∞ filtering problem for a class of discrete-time Markovian jump system with missing measurements. The measurement missing assumed to occur in random way and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval [01]. Our attention is focused on the design of a filter such that, for the admissible random measurements, missing the error of filtering process is stochastically stable. Using the Lyapunov function combined with projection Lemma is established that the filtering error system is stochastically stable and a guaranteed H_∞ performance constraint is achieved. A numerical example is given to illustrate the feasibility and effectiveness of proposed filter.
机译:本文关注的是一类具有缺失度量的离散时间马尔可夫跳跃系统的H_∞滤波问题。假定以随机方式发生的测量丢失,每个传感器的丢失概率由满足区间[01]且满足一定概率分布的单个随机变量控制。我们的注意力集中在滤波器的设计上,以便在允许的随机测量中,丢失滤波过程的误差是随机稳定的。通过将Lyapunov函数与投影引理结合使用,可以确定滤波误差系统是随机稳定的,并且可以保证H_∞的性能约束。数值算例说明了所提滤波器的可行性和有效性。

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