离散时间切换系统在丢失测量下的异步H_∞滤波

H_∞ Filtering for Discrete-Time Switched Linear Systems with Missing Measurement Under Asynchronous Switching

针对离散时间切换系统研究输出测量具有丢失的情形下切换系统的异步H∞滤波问题.传感器的丢失测量满足伯努利分布,丢失的概率是已知的常数.利用切换Lyapunov泛函和平均驻留时间的方法,对给定的丢失测量在H∞意义下以线性矩阵不等式的形式给出滤波误差系统指数均方稳定的充分条件,并设计了一个指数均方稳定的H∞滤波器.最后通过一个仿真实例证明了所给方法的有效性.

The asynchronous H∞ filtering of discrete-time switched linear systems with missing measurement was investigated.The missing measurement from sensors could be described with Bernoulli distribution,where missing probability was a given constant.By using switched Lyapunov function and average dwell time method,some sufficient conditions of exponential mean square stability were obtained in forms of linear matrix inequalities for the filtering error system,in which the given missing measurement was of H∞.An exponentially mean square stable H∞ filter was designed and a numerical example was provided to show the effectiveness of the proposed approach.