Robust Estimation for Discrete Markov System with Time-Varying Delay and Missing Measurements

الملخص EN

This paper addresses the ℋ∞ filtering problem for time-delayed Markov jump systems (MJSs) with intermittent measurements.

Within network environment, missing measurements are taken into account, since the communication channel is supposed to be imperfect.

A Bernoulli process is utilized to describe the phenomenon of the missing measurements.

The original system is transformed into an input-output form consisting of two interconnected subsystems.

Based on scaled small gain (SSG) theorem and proposed Lyapunov-Krasovskii functional (LKF), the scaled small gains of the subsystems are analyzed, respectively.

New conditions for the existence of the ℋ∞ filters are established, and the corresponding ℋ∞ filter design scheme is proposed.

Finally, a simulation example is provided to demonstrate the effectiveness of the proposed approach.