H∞ Filtering for Time-varying Delayed Systems with Randomly Varying Sensor Saturations

摘要：

　　This paper mainly focuses on the finite-horizon H∞ filtering problem for a class of discrete time-varying systems with delays and randomly varying sensor saturations.A set of binary switching sequences taking values of 1 and 0 is introduced to account for the stochastic phenomenon of sensor saturations which occurs and influences the dynamics of the system in a probabilistic way.By utilizing the stochastic analysis and matrix inequality techniques,sufficient criteria are derived in terms of a set of recursive linear matrix inequalities(RLMIs)under which the filtering error dynamics achieves the prescribed H∞ performance over a finite horizon.Moreover,at each time point k,the time-varying filter parameters can be solved iteratively according to the explicit solutions of the RLMIs.Finally,a numerical simulation is given to illustrate the effectiveness of the obtained results.

关键词： H∞ Filtering Time-varying Delayed Systems Finite Horizon Sensor Saturations Recursive Linear Matrix Inequalities (RLMIs)

作者: SUN Fangbin LIANG Jinling GONG Weiqiang

作者单位: Department of Mathematics,Southeast University,Nanjing 210096,P.R.China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 5247-5252

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）