In this correspondence paper, an equivalent stability criterion with minimal number of linear matrix inequality (LMI) variables is presented for a delay-dependent stability criterion reported recently in the Interna...In this correspondence paper, an equivalent stability criterion with minimal number of linear matrix inequality (LMI) variables is presented for a delay-dependent stability criterion reported recently in the International Journal of Automation and Computing for a class of linear discrete-time systems with additive time delays. The reported stability criterion for the additive timedelay systems has more number of matrix variables in the LMI and, hence, demand additional computational burden. The proposed equivalent stability criterion, unlike the reported one, does not involve free-weighing matrices and encompass only the matrix variables that are associated in the Lyapunov-Krasovskii functional, making the criterion mathematically less complex and computationally more effective.展开更多
In this paper, the robust H∞ control problem for uncertain discrete-time systems with time-varying state delay is con- sidered. Based on the Lyapunov functional method, and by resorting to the new technique for estim...In this paper, the robust H∞ control problem for uncertain discrete-time systems with time-varying state delay is con- sidered. Based on the Lyapunov functional method, and by resorting to the new technique for estimating the upper bound of the difference of the Lyapunov functional, a new less conservative sufficient condition for the existence of a robust H∞ controller is obtained. Moreover, the cone complementary linearisation procedure is employed to solve the nonconvex feasibility problem. Finally, several numerical examples are presented to show the effectiveness and less conservativeness of the proposed method.展开更多
An indirect adaptive fuzzy control scheme is developed for a class of nonlinear discrete-time systems. In this method, two fuzzy logic systems are used to approximate the unknown functions, and the parameters of membe...An indirect adaptive fuzzy control scheme is developed for a class of nonlinear discrete-time systems. In this method, two fuzzy logic systems are used to approximate the unknown functions, and the parameters of membership functions in fuzzy logic systems are adjusted according to adaptive laws for the purpose of controlling the plant to track a reference trajectory. It is proved that the scheme can not only guarantee the boundedness of the input and output of the closed-loop system, but also make the tracking error converge to a small neighborhood of the origin. Simulation results indicate the effectiveness of this scheme.展开更多
H-infinity control problem for linear discrete-time systems with instantaneous and delayed measurements is studied. A necessary and sufficient condition for the existence of the H-infinity controller is derived by app...H-infinity control problem for linear discrete-time systems with instantaneous and delayed measurements is studied. A necessary and sufficient condition for the existence of the H-infinity controller is derived by applying reorganized innovation analysis approach in Krein space. The measurement-feedback controller is designed by performing two Riccati equations. The presented approach does not require the state augmentation.展开更多
In this paper we present a new projective synchronization scheme, where two chaotic (hyperchaotic) discrete-time systems synchronize for any arbitrary scaling matrix. Specifically, each drive system state synchroniz...In this paper we present a new projective synchronization scheme, where two chaotic (hyperchaotic) discrete-time systems synchronize for any arbitrary scaling matrix. Specifically, each drive system state synchronizes with a linear combination of response system states. The proposed observer-based approach presents some useful features: i) it enables exact synchronization to be achieved in finite time (i.e., dead-beat synchronization); ii) it exploits a scalar synchronizing signal; iii) it can be applied to a wide class of discrete-time chaotic (hyperchaotic) systems; iv) it includes, as a particular case, most of the synchronization types defined so far. An example is reported, which shows in detail that exact synchronization is effectively achieved in finite time, using a scalar synchronizing signal only, for any arbitrary scaling matrix.展开更多
The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaini...The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.展开更多
A novel discrete-time reaching law was proposed for uncertain discrete-time system,which contained process noise and measurement noise.The proposed method reserves all the advantages of discrete-time reaching law,whic...A novel discrete-time reaching law was proposed for uncertain discrete-time system,which contained process noise and measurement noise.The proposed method reserves all the advantages of discrete-time reaching law,which not only decreases the band width of sliding mode and strengthens the system robustness,but also improves the dynamic performance and stability capability of the system.Moreover,a discrete-time sliding mode control strategy based on Kalman filter method was designed,and Kalman filter was employed to eliminate the influence of system noise.Simulation results show that there is no chattering phenomenon in the output of controller and the state variables of controlled system,and the proposed algorithm is also feasible and has strong robustness to external disturbances.展开更多
Transient performance for output regulation problems of linear discrete-time systems with input saturation is addressed by using the composite nonlinear feedback(CNF) control technique. The regulator is designed to ...Transient performance for output regulation problems of linear discrete-time systems with input saturation is addressed by using the composite nonlinear feedback(CNF) control technique. The regulator is designed to be an additive combination of a linear regulator part and a nonlinear feedback part. The linear regulator part solves the regulation problem independently which produces a quick output response but large oscillations. The nonlinear feedback part with well-tuned parameters is introduced to improve the transient performance by smoothing the oscillatory convergence. It is shown that the introduction of the nonlinear feedback part does not change the solvability conditions of the linear discrete-time output regulation problem. The effectiveness of transient improvement is illustrated by a numeric example.展开更多
In this paper, stability of discrete-time linear systems subject to actuator saturation is analyzed by combining the saturation-dependent Lyapunov function method with Finsler’s lemma. New stability test conditions a...In this paper, stability of discrete-time linear systems subject to actuator saturation is analyzed by combining the saturation-dependent Lyapunov function method with Finsler’s lemma. New stability test conditions are proposed in the enlarged space containing both the state and its time difference which allow extra degree of freedom and lead to less conservative estimation of the domain of attraction. Furthermore, based on this result, a useful lemma and an iterative LMI-based optimization algorithm are also developed to maximize an estimation of domain of attraction. A numerical example illustrates the effectiveness of the proposed methods.展开更多
This paper studies the robust stabilization problem of switched discrete-time linear systems subject to actuator saturation. New switched saturation-dependent Lyapunov functions are exploited to design a robust stabil...This paper studies the robust stabilization problem of switched discrete-time linear systems subject to actuator saturation. New switched saturation-dependent Lyapunov functions are exploited to design a robust stabilizing state feedback controller that maximizes an estimation of the domain of attraction. The design problem of controller (coefficient matrices) is then reduced to an optimization problem with linear matrix inequality (LMI) constraints. A numerical example is given to show the effectiveness of the proposed method.展开更多
The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensure...The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.展开更多
This paper presents a study on the problem of non-fragile state feedback H-infinity controller design for linear discrete-time systems with quantized signals. The quantizers considered here are dynamic and time-varyin...This paper presents a study on the problem of non-fragile state feedback H-infinity controller design for linear discrete-time systems with quantized signals. The quantizers considered here are dynamic and time-varying. With the consideration of controller gain variations and quantized signals at the same time, a new non-fragile H-infinity control strategy is proposed with updating quantizer's parameters, such that the quantized closed-loop system is asymptotically stable and with a prescribed H-infinity performance bound. An example is presented to illustrate the effectiveness of the proposed control strategy.展开更多
The sufficient conditions of stability for uncertain discrete-time systems with state delay have been proposed by some researchers in the past few years, yet these results may be conservative in application. The stabi...The sufficient conditions of stability for uncertain discrete-time systems with state delay have been proposed by some researchers in the past few years, yet these results may be conservative in application. The stability analysis of these systems is discussed, and the necessary and sufficient condition of stability is derived by method other than constructing Lyapunov function and solving Riccati inequality. The root locations of system characteristic polynomial, which is obtained by augmentation approach and Laplace expansion, determine the stability of uncertain discrete-time systems with state delay, the system is stable if and only if all roots lie within the unit circle. In order to analyze robust stability of system characteristic polynomial effectively, Kharitonov theorem and edge theorem are applied. Example shows the practicability of these methods.展开更多
This article deals with the uniformly globally asymptotic controllability of discrete nonlinear systems with disturbances.It is shown that the system is uniformly globally asymptotic controllability with respect to a ...This article deals with the uniformly globally asymptotic controllability of discrete nonlinear systems with disturbances.It is shown that the system is uniformly globally asymptotic controllability with respect to a closed set if and only if there exists a smooth control Lyapunov function.Further, it is obtained that the control Lyapunov function may be used to construct a feedback law to stabilize the closed-loop system.In addition, it is proved that for periodic discrete systems, the resulted control Lyapunov functions are also time periodic.展开更多
According to a class of nonlinear SISO discrete systems, the fiizzy sliding mode control problem is considered. Based on Takagi-Sugeno fuzzy model method, a fuzzy model is designed to describe the local dynamic perfor...According to a class of nonlinear SISO discrete systems, the fiizzy sliding mode control problem is considered. Based on Takagi-Sugeno fuzzy model method, a fuzzy model is designed to describe the local dynamic performance of the given nonlinear systems. By using the sliding mode control approach, the global controller is constructed by integrating all the local state controllers and the global supervisory sliding mode controller. The tracking problem can be easily dealt with by taking advantage of the combined controller,and the robustness performance is improved finally. A simulation example is given to show the effectiveness and feasibility of the method proposed.展开更多
This paper considers the problem of robust passive control for uncertain discrete systems with time-varying delays. We pay attention to designing a state feedback controller which guarantees the passivity of the close...This paper considers the problem of robust passive control for uncertain discrete systems with time-varying delays. We pay attention to designing a state feedback controller which guarantees the passivity of the closed-loop system for all admissible uncertainties. In terms of a linear matrix inequality, a sufficient condition for the solvability of this problem is presented and the explicit expression of the desired state feedback controller is given.展开更多
A robust decentralized H∞ control problem was considered for uncertain multi-channel discrete-time systems with time-delay. The uncertainties were assumed to be time-invariant, norm-bounded, and exist in the system, ...A robust decentralized H∞ control problem was considered for uncertain multi-channel discrete-time systems with time-delay. The uncertainties were assumed to be time-invariant, norm-bounded, and exist in the system, the time-delay and the output matrices. Dynamic output feedback was focused on. A sufficient condition for the multi-channel uncertain discrete time-delay system to be robustly stabilizable with a specified disturbance attenuation level was derived based on the theorem of Lyapunov stability theory. By setting the Lyapunov matrix as block diagonal appropriately according to the desired order of the controller, the problem was reduced to a linear matrix inequality (LMI) which is sufficient to existence condition but much more tractable. An example was given to show the efficiency of this method.展开更多
As saturation is involved in the stabilizing feedback control of a linear discrete-time system, the original global-asymptotic stabilization (GAS) may drop to region-asymptotic stabilization (RAS). How to test if the ...As saturation is involved in the stabilizing feedback control of a linear discrete-time system, the original global-asymptotic stabilization (GAS) may drop to region-asymptotic stabilization (RAS). How to test if the saturated feedback system is GAS or RAS? The paper presents a criterion to answer this question, and describes an algorithm to calculate an invariant attractive ellipsoid for the RAS case. At last, the effectiveness of the approach is shown with examples.展开更多
For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-...For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-time systems with missing measurements. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data is assumed to be known. The main purpose is to obtain both full-and reduced-order filters such that the filter error systems are exponentially mean-square stable and guarantee a prescribed H∞ performance in terms of linear matrix inequality (LMI). A numerical example is provided to demonstrate the validity of the proposed design approach.展开更多
文摘In this correspondence paper, an equivalent stability criterion with minimal number of linear matrix inequality (LMI) variables is presented for a delay-dependent stability criterion reported recently in the International Journal of Automation and Computing for a class of linear discrete-time systems with additive time delays. The reported stability criterion for the additive timedelay systems has more number of matrix variables in the LMI and, hence, demand additional computational burden. The proposed equivalent stability criterion, unlike the reported one, does not involve free-weighing matrices and encompass only the matrix variables that are associated in the Lyapunov-Krasovskii functional, making the criterion mathematically less complex and computationally more effective.
基金supported by National Natural Science Foundationof China (No. 60850004)
文摘In this paper, the robust H∞ control problem for uncertain discrete-time systems with time-varying state delay is con- sidered. Based on the Lyapunov functional method, and by resorting to the new technique for estimating the upper bound of the difference of the Lyapunov functional, a new less conservative sufficient condition for the existence of a robust H∞ controller is obtained. Moreover, the cone complementary linearisation procedure is employed to solve the nonconvex feasibility problem. Finally, several numerical examples are presented to show the effectiveness and less conservativeness of the proposed method.
基金surported by Tianjin Science and Technology Development for Higher Education(20051206).
文摘An indirect adaptive fuzzy control scheme is developed for a class of nonlinear discrete-time systems. In this method, two fuzzy logic systems are used to approximate the unknown functions, and the parameters of membership functions in fuzzy logic systems are adjusted according to adaptive laws for the purpose of controlling the plant to track a reference trajectory. It is proved that the scheme can not only guarantee the boundedness of the input and output of the closed-loop system, but also make the tracking error converge to a small neighborhood of the origin. Simulation results indicate the effectiveness of this scheme.
基金This work was supported by the National Natural Science Foundation of China(No.60174017) the National Outstanding Youth Science Foundation of China(No.69925308).
文摘H-infinity control problem for linear discrete-time systems with instantaneous and delayed measurements is studied. A necessary and sufficient condition for the existence of the H-infinity controller is derived by applying reorganized innovation analysis approach in Krein space. The measurement-feedback controller is designed by performing two Riccati equations. The presented approach does not require the state augmentation.
文摘In this paper we present a new projective synchronization scheme, where two chaotic (hyperchaotic) discrete-time systems synchronize for any arbitrary scaling matrix. Specifically, each drive system state synchronizes with a linear combination of response system states. The proposed observer-based approach presents some useful features: i) it enables exact synchronization to be achieved in finite time (i.e., dead-beat synchronization); ii) it exploits a scalar synchronizing signal; iii) it can be applied to a wide class of discrete-time chaotic (hyperchaotic) systems; iv) it includes, as a particular case, most of the synchronization types defined so far. An example is reported, which shows in detail that exact synchronization is effectively achieved in finite time, using a scalar synchronizing signal only, for any arbitrary scaling matrix.
基金This project was supported by the National Nature Science Foundation of China (60374009)Nature Science Foundation of Guangdong Province of China (990795).
文摘The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.
基金Project(50721063) supported by the National Natural Science Foundation of China
文摘A novel discrete-time reaching law was proposed for uncertain discrete-time system,which contained process noise and measurement noise.The proposed method reserves all the advantages of discrete-time reaching law,which not only decreases the band width of sliding mode and strengthens the system robustness,but also improves the dynamic performance and stability capability of the system.Moreover,a discrete-time sliding mode control strategy based on Kalman filter method was designed,and Kalman filter was employed to eliminate the influence of system noise.Simulation results show that there is no chattering phenomenon in the output of controller and the state variables of controlled system,and the proposed algorithm is also feasible and has strong robustness to external disturbances.
基金supported by the National Natural Science Foundation of China(61074004)the Research Fund for the Doctoral Program of Higher Education(20110121110017)
文摘Transient performance for output regulation problems of linear discrete-time systems with input saturation is addressed by using the composite nonlinear feedback(CNF) control technique. The regulator is designed to be an additive combination of a linear regulator part and a nonlinear feedback part. The linear regulator part solves the regulation problem independently which produces a quick output response but large oscillations. The nonlinear feedback part with well-tuned parameters is introduced to improve the transient performance by smoothing the oscillatory convergence. It is shown that the introduction of the nonlinear feedback part does not change the solvability conditions of the linear discrete-time output regulation problem. The effectiveness of transient improvement is illustrated by a numeric example.
基金supported by Program for New Century Excellent Talents in University (No.NCET-04-0283)the Funds for Creative Research Groups of China (No.60521003)+4 种基金Program for Changjiang Scholars and Innovative Research Team in University (No.IRT0421)the State Key Programof National Natural Science of China (No.60534010)the Funds of National Science of China (No.60674021)the Funds of PhD program of MOE,China (No.20060145019)the 111 Project (No.B08015)
文摘In this paper, stability of discrete-time linear systems subject to actuator saturation is analyzed by combining the saturation-dependent Lyapunov function method with Finsler’s lemma. New stability test conditions are proposed in the enlarged space containing both the state and its time difference which allow extra degree of freedom and lead to less conservative estimation of the domain of attraction. Furthermore, based on this result, a useful lemma and an iterative LMI-based optimization algorithm are also developed to maximize an estimation of domain of attraction. A numerical example illustrates the effectiveness of the proposed methods.
基金supported by Program for New Century Excellent Talents in University (NCET-04-0283)the Funds for Creative Research Groups of China (No.60521003)+4 种基金Program for Changjiang Scholars and Innovative Research Team in University (No.IRT0421)the State Key Program of National Natural Science of China (No.60534010)the Funds of National Science of China (No.60674021)the Funds of PhD program of MOE,China (No.20060145019)the 111 Project (B08015)
文摘This paper studies the robust stabilization problem of switched discrete-time linear systems subject to actuator saturation. New switched saturation-dependent Lyapunov functions are exploited to design a robust stabilizing state feedback controller that maximizes an estimation of the domain of attraction. The design problem of controller (coefficient matrices) is then reduced to an optimization problem with linear matrix inequality (LMI) constraints. A numerical example is given to show the effectiveness of the proposed method.
文摘The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.
基金supported by the Funds for Creative Research Groups of China (No.60521003)the State Key Program of National Natural Science of China (No.60534010)+2 种基金the Funds of National Science of China (No.60674021)the Funds of PhD program of MOE,China(No.20060145019)the 111 Project (B08015)
文摘This paper presents a study on the problem of non-fragile state feedback H-infinity controller design for linear discrete-time systems with quantized signals. The quantizers considered here are dynamic and time-varying. With the consideration of controller gain variations and quantized signals at the same time, a new non-fragile H-infinity control strategy is proposed with updating quantizer's parameters, such that the quantized closed-loop system is asymptotically stable and with a prescribed H-infinity performance bound. An example is presented to illustrate the effectiveness of the proposed control strategy.
基金This project was supported by National "863" High Technology Research and Development Program of China (2001-AA413130) and the National Key Research Project (2001-BA201A04).
文摘The sufficient conditions of stability for uncertain discrete-time systems with state delay have been proposed by some researchers in the past few years, yet these results may be conservative in application. The stability analysis of these systems is discussed, and the necessary and sufficient condition of stability is derived by method other than constructing Lyapunov function and solving Riccati inequality. The root locations of system characteristic polynomial, which is obtained by augmentation approach and Laplace expansion, determine the stability of uncertain discrete-time systems with state delay, the system is stable if and only if all roots lie within the unit circle. In order to analyze robust stability of system characteristic polynomial effectively, Kharitonov theorem and edge theorem are applied. Example shows the practicability of these methods.
基金supported by the National Natural Science Foundation of China (60774011)the Natural Science Foundation of Fujian Province (2008J0026)
文摘This article deals with the uniformly globally asymptotic controllability of discrete nonlinear systems with disturbances.It is shown that the system is uniformly globally asymptotic controllability with respect to a closed set if and only if there exists a smooth control Lyapunov function.Further, it is obtained that the control Lyapunov function may be used to construct a feedback law to stabilize the closed-loop system.In addition, it is proved that for periodic discrete systems, the resulted control Lyapunov functions are also time periodic.
基金This work was supported by the National Natural Science Foundation of China (No, 60274099)the Doctoral Dissertation Foundation of Northeastern University (No. 200308).
文摘According to a class of nonlinear SISO discrete systems, the fiizzy sliding mode control problem is considered. Based on Takagi-Sugeno fuzzy model method, a fuzzy model is designed to describe the local dynamic performance of the given nonlinear systems. By using the sliding mode control approach, the global controller is constructed by integrating all the local state controllers and the global supervisory sliding mode controller. The tracking problem can be easily dealt with by taking advantage of the combined controller,and the robustness performance is improved finally. A simulation example is given to show the effectiveness and feasibility of the method proposed.
文摘This paper considers the problem of robust passive control for uncertain discrete systems with time-varying delays. We pay attention to designing a state feedback controller which guarantees the passivity of the closed-loop system for all admissible uncertainties. In terms of a linear matrix inequality, a sufficient condition for the solvability of this problem is presented and the explicit expression of the desired state feedback controller is given.
基金Project(60634020) supported by the National Natural Science Foundation of ChinaProject(07JJ6138) supported by Natural Science Foundation of Hunan Province, ChinaProject(20060390883) supported by the Postdoctoral Science Foundation of China
文摘A robust decentralized H∞ control problem was considered for uncertain multi-channel discrete-time systems with time-delay. The uncertainties were assumed to be time-invariant, norm-bounded, and exist in the system, the time-delay and the output matrices. Dynamic output feedback was focused on. A sufficient condition for the multi-channel uncertain discrete time-delay system to be robustly stabilizable with a specified disturbance attenuation level was derived based on the theorem of Lyapunov stability theory. By setting the Lyapunov matrix as block diagonal appropriately according to the desired order of the controller, the problem was reduced to a linear matrix inequality (LMI) which is sufficient to existence condition but much more tractable. An example was given to show the efficiency of this method.
基金Supported by National Natural Science Foundation of China (60974148), Program for New Century Excellent Talents in University (NCET-10-0097), Sichuan Youth Science and Technology Fund (2011JQ0011), Southwest University for Nationalities Construction Projects for Graduate Degree Programs (2011XWD-S0805), and Southwest University for Nationalities Fundamental Research Funds for the Central Universities (12NZYTH01)
基金Supported by National Natural Science Foundation of P. R. China (60174040)
文摘As saturation is involved in the stabilizing feedback control of a linear discrete-time system, the original global-asymptotic stabilization (GAS) may drop to region-asymptotic stabilization (RAS). How to test if the saturated feedback system is GAS or RAS? The paper presents a criterion to answer this question, and describes an algorithm to calculate an invariant attractive ellipsoid for the RAS case. At last, the effectiveness of the approach is shown with examples.
基金Supported by National Natural Science Foundation of P.R.China (60474049)the Natural Science Foundation of Fujian Province of P. R. China (A0410012, A0510009)
文摘For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. This paper deals with the problem of H∞ filter design for linear discrete-time systems with missing measurements. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data is assumed to be known. The main purpose is to obtain both full-and reduced-order filters such that the filter error systems are exponentially mean-square stable and guarantee a prescribed H∞ performance in terms of linear matrix inequality (LMI). A numerical example is provided to demonstrate the validity of the proposed design approach.