会议专题

Envelope-Constrained H∞ Filtering with Missing Measurements

  In this paper,the envelope-constrained H∞ filtering problem is investigated for a class of discrete time-varying stochastic systems with missing measurements.A sequence of random variables obeying a Bernoulli distribution is utilized to govern the phenomenon of missing measurements.A modified envelope-constrained performance criterion is proposed to better describe the transient dynamics of the filtering error process.The purpose of the problem addressed is to design a time-varying filter such that the given H∞ performance and the desired envelope-constrained requirements are guaranteed simultaneously over a finite-horizon.By utilizing the stochastic analysis combined with the set-membership filtering method,some sufficient conditions are established in the form of recursive matrix inequalities and the filter gain matrix is obtained in terms of the solution to these matrix inequalities.Finally,a simulation example is provided to show the effectiveness of the proposed filtering design scheme.

H∞ filtering Envelope constraints Missing measurements Set-membership

Derui Ding Zidong Wang Bo Shen Sunjie Zhang

School of Information Science and Technology,Donghua University,Shanghai 200051,China;School of Scie School of Information Science and Technology,Donghua University,Shanghai 200051,China;Department of School of Information Science and Technology,Donghua University,Shanghai 200051,China

国际会议

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

南京

英文

5217-5222

2014-07-28(万方平台首次上网日期,不代表论文的发表时间)