Robust H-two state estimation for stochastic uncertain discrete-time system with missing measurements
测量数据丢失的随机不确定离散系统的鲁棒H2状态估计

In the packet-based transmission of data over a network with limited bandwidth or temporary sensor failure, measurement data may be missing.The H-two filtering problem for an uncertain discrete-time system with missing mea- surement data is considered.The uncertain parameters in the system matrices are assumed to belong to a given convex bounded polyhedral domain.The occurrence of missing measurement data is random and is assumed to be a Bernoulli distributed sequence with known probability.Sufficient conditions are derived in terms of linear matrix inequalities (LMIs) for the existence of a full-and-reduced-order filter ensuring a prescribed H-two performance for all admissible uncertainties and the possible data missing.Numerical example is provided to demonstrate the feasibility of the proposed method.