H ∞ Filter Design for Large-Scale Systems with Missing Measurements

Abstract EN

This paper is concerned with H∞ filter design problem for large-scale systems with missing measurements.

The occurrence of missing measurements is assumed to be a Bernoulli distributed sequence with known probability.

The new full-dimensional filter is designed to make the filter error system exponentially mean-square stable and achieve a prescribed H∞ performance.

Sufficient conditions are derived in terms of linear matrix inequality (LMI) for the existence of the filter, and the parameters of filter are obtained by solving the LMI.

Finally, the numerical simulation results illustrate the effectiveness of the proposed scheme.