State‐saturated H∞ filtering with randomly occurring nonlinearities and packet dropouts: the finite‐horizon case

This paper deals with the H_∞ filtering problem for a class of discrete time‐varying systems with state saturations, randomly occurring nonlinearities as well as successive packet dropouts. Two mutually independent sequences of random variables that obey the Bernoulli distribution are employed to describe the random occurrence of the nonlinearities and packet dropouts. The purpose of the addressed problem is to design a time‐varying filter such that the H_∞ disturbance attenuation level is guaranteed, over a given finite‐horizon, for the filtering error dynamics in the presence of saturated states, randomly occurring nonlinearities, and successive packet dropouts. By introducing a free matrix with its infinity norm less than or equal to 1, the error state is bounded by a convex hull so that some sufficient conditions obtained via solving a certain set of recursive nonlinear matrix inequalities. Furthermore, the obtained results are extended to the case when state saturations are partial. Two numerical simulation examples are provided to demonstrate the effectiveness and applicability of the proposed filter design approach. Copyright © 2012 John Wiley & Sons, Ltd.     

Robust discrete‐time H∞ filtering with uncertain initial state

We consider the problem of finite‐horizon discrete‐time H_∞ filtering with uncertain initial state condition and establish the relationship between the conventional γ‐performance bound and a recently proposed performance measure. A sub‐optimal but more efficient approach to computing the filter for the new performance measure is also derived. Copyright © 2008 John Wiley & Sons, Ltd.     

Further results on H∞ filtering for discrete‐time systems with state delay

This article studies the problem of H_∞ filtering for linear discrete‐time systems with state delay. Via delay partitioning idea, two new H_∞ filter design methods are proposed with much less conservatism than most existing results. The improvement lies in constructing two new Lyapunov–Krasovskii functionals by partitioning the known constant lower bound of delay into several segments equally. Using free‐weighting matrix and Jensen inequality methods, two new delay‐dependent bound real lemmas (BRLs) are obtained, which depend on both the delay and the partitioning number. Based on the obtained BRLs, new H_∞ filter design approaches are proposed in terms of linear matrix inequalities. The results are immediately extended to multiple time delay case and polytopic uncertain case, respectively. Three numerical examples are presented to illustrate the effectiveness and advantage of the proposed approaches. Copyright © 2010 John Wiley & Sons, Ltd.     

Frequency‐dependent fault detection for networked systems under uniform quantization and try‐once‐discard protocol

This paper is concerned with the frequency‐dependent fault detection scheme for networked systems under uniform quantization and try‐once‐discard protocol scheduling. By considering the communication constraint and the data node scheduling, a switched system is firstly modeled to characterize the dynamic features of the whole system. The switching function of the derived system is determined by the try‐once‐discard protocol. For this class of system, a sufficient condition to ensure the exponentially ultimately boundedness is established. With the aid of some novel analysis processes, sufficient conditions to characterize the desired finite frequency performances, which transform the frequency‐domain restrictions into time‐domain conditions, are subsequently developed. Then, the fault detection filters corresponding to the transmission nodes are synthesized by solving an optimization problem. Finally, an application to VTOL aircraft is presented to illustrate the effectiveness of the proposed fault detection strategy.     

Bounded H∞ synchronization for time‐varying networks with probability‐dependent information

This paper addresses the bounded H_∞ synchronization problem for the time‐varying coupled networks with stochastic noises and randomly occurring nonlinearities over a finite horizon. The bounded H_∞ synchronization performance constraint is proposed to quantify the degree of the synchronization regarding the exogenous disturbances. The nonlinearities considered in this paper are assumed to satisfy the sector‐like conditions and characterized by a time‐varying Bernoulli distribution with measurable probability in real time. Based on the Kronecker product and the Hadamard product, a sufficient condition is established firstly to ensure the bounded H_∞ synchronization of the network by utilizing the probability‐dependent method. Then the obtained criterion is further converted into a computationally available one by transforming the time‐varying probability into a polytopic form, which is presented in terms of matrix inequalities and hence can be verified easily by applying the Matlab toolbox. Finally, simulation examples are given to demonstrate the effectiveness of the theoretical results. Copyright © 2016 John Wiley & Sons, Ltd.     

Exponential H∞ filtering for switched linear systems with interval time‐varying delay

This paper deals with the problem of exponential H_∞ filtering for a class of continuous‐time switched linear system with interval time‐varying delay. The time delay under consideration includes two cases: one is that the time delay is differentiable and bounded with a constant delay‐derivative bound, whereas the other is that the time delay is continuous and bounded. Switched linear filters are designed to ensure that the filtering error systems under switching signal with average dwell time are exponentially stable with a prescribed H_∞ noise attenuation level. Based on the free‐weighting matrix approach and the average dwell technology, delay‐dependent sufficient conditions for the existence of such a filter are derived and formulated in terms of linear matrix inequalities (LMIs). By solving that corresponding LMIs, the desired filter parameterized matrices and the minimal average dwell time are obtained. Finally, two numerical examples are presented to demonstrate the effectiveness of the developed results. Copyright © 2008 John Wiley & Sons, Ltd.     

Gain‐scheduled H∞ filtering of parameter‐varying systems

This paper deals with the gain‐scheduled H_∞ filtering problem for a class of parameter‐varying systems. A sufficient condition for the existence of a gain‐scheduled filter, which guarantees the asymptotic stability with an H_∞ noise attenuation level bound for the filtering error system, is given in terms of a finite number of linear matrix inequalities (LMIs). The filter is designed to be parameter‐varying and have a nonlinear fractional transformation structure. A numerical example is presented to demonstrate the application of the proposed method. Copyright © 2006 John Wiley & Sons, Ltd.     

H∞ nonlinear filtering

This paper investigates the problem of H_∞ estimation of nonlinear processes. An estimator, which may be nonlinear, is looked for so that a given bound on the ratio between the energy of the estimation error and the energy of the oxogeneous inputs to the estimated process is achieved. Conditions for the existence of such an estimator and formulas for its derivation are obtained using both the game theory approach and the theory of dissipative systems. The results of the paper extend the recent results on H_∞ nonlinear control. They are demonstrated by a simple example of a linear system with a nonlinear measurement rule and compared with corresponding results that are obtained by the extended Kalman filter.     

Robust H∞ filtering of stochastic time‐delay systems with state dependent noise

This paper is concerned with the H_∞ filtering design for discrete‐time stochastic time‐delay systems with state dependent noise. A sufficient condition for the existence of H_∞ filter design is presented via linear matrix inequalities. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

H∞ filtering for singular systems with time‐varying delay

This paper is concerned with the delay‐dependent H_∞ filtering problem for singular systems with time‐varying delay in a range. In terms of linear matrix inequality approach, the delay‐range‐dependent bounded real lemmas are proposed, which guarantee the considered system to be regular, impulse free and exponentially stable while satisfying a prescribed H_∞ performance level. The sufficient conditions are proposed for the existence of linear H_∞ filter. Numerical examples are given to demonstrate the effectiveness and the benefits of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

H∞ control and filtering with initial uncertainty for infinite dimensional systems

The H_∞-control problem with a non-zero initial condition for infinite dimensional systems is considered The initial conditions are assumed to be in some subspace. First the H_∞ problem with full information is considered and necessary and sufficient conditions for the norm of an input-output operator to be less than a given number are obtained, The characterization of all admissible controllers is also given. This result is then used to solve the general H^∞ control problem and the filtering problem with initial uncertainty. The filtering problem on finite horizon involves the estimate of the state at final time. The set of all suboptimal filters is given both on finite and infinite horizons.     

Finite horizon H∞ control for a class of sampled‐data linear quantum systems

In this paper, a finite horizon H^∞ control problem is solved for a class of linear quantum systems using a dynamic game approach for the case of sampled‐data measurements. The methodology adopted involves an equivalence between the quantum problem and two auxiliary classical problems. Copyright © 2016 John Wiley & Sons, Ltd.     

Dynamic output‐feedback fuzzy MPC for Takagi‐Sugeno fuzzy systems under event‐triggering–based try‐once‐discard protocol

The fuzzy model predictive control (FMPC) problem is studied for a class of discrete‐time Takagi‐Sugeno (T‐S) fuzzy systems with hard constraints. In order to improve the network utilization as well as reduce the transmission burden and avoid data collisions, a novel event‐triggering–based try‐once‐discard (TOD) protocol is developed for networks between sensors and the controller. Moreover, due to practical difficulties in obtaining measurements, the dynamic output‐feedback method is introduced to replace the traditional state feedback method for addressing the FMPC problem. Our aim is to design a series of controllers in the framework of dynamic output‐feedback FMPC for T‐S fuzzy systems so as to find a good balance between the system performance and the time efficiency. Considering nonlinearities in the context of the T‐S fuzzy model, a “min‐max” strategy is put forward to formulate an online optimization problem over the infinite‐time horizon. Then, in light of the Lyapunov‐like function approach that fully involves the properties of the T‐S fuzzy model and the proposed protocol, sufficient conditions are derived to guarantee the input‐to‐state stability of the underlying system. In order to handle the side effects of the proposed event‐triggering–based TOD protocol, its impacts are fully taken into consideration by virtue of the S‐procedure technique and the quadratic boundedness methodology. Furthermore, a certain upper bound of the objective is provided to construct an auxiliary online problem for the solvability, and the corresponding algorithm is given to find the desired controllers. Finally, two numerical examples are used to demonstrate the validity of proposed methods.     

H∞ filtering for singular Markovian jump systems with time delay

The problem of H_∞ filtering is considered for singular Markovian jump systems with time delay. In terms of linear matrix inequality (LMI) approach, a delay‐dependent bounded real lemma (BRL) is proposed for the considered system to be stochastically admissible while achieving the prescribed H_∞ performance condition. Based on the BRL and under partial knowledge of the jump rates of the Markov process, both delay‐dependent and delay‐independent sufficient conditions that guarantee the existence of the desired filter are presented. The explicit expression of the desired filter gains is also characterized by solving a set of strict LMIs. Some numerical examples are given to demonstrate the effectiveness of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

Guaranteed H∞ robustness bounds for Wiener filtering and prediction

The paper deals with special classes of H_∞ estimation problems, where the signal to be estimated coincides with the uncorrupted measured output. Explicit bounds on the difference between nominal and actual H_∞ performance are obtained by means of elementary algebraic manipulations. These bounds are new in continuous‐time filtering and discrete‐time one‐step ahead prediction. As for discrete‐time filtering, the paper provides new proofs that are alternative to existing derivations based on the Krein spaces formalism. In particular, some remarkable H_∞ robustness properties of Kalman filters and predictors are highlighted. The usefulness of these results for improving the estimator design under a mixed H₂/H_∞ viewpoint is also discussed. The dualization of the analysis allows one to evaluate guaranteed H_∞ robustness bounds for state‐feedback regulators of systems affected by actuator disturbances. Copyright © 2001 John Wiley & Sons, Ltd.     

H∞ filtering for uncertain time‐varying systems with multiple randomly occurred nonlinearities and successive packet dropouts

This paper is concerned with the robust H_∞ finite‐horizon filtering problem for discrete time‐varying stochastic systems with multiple randomly occurred sector‐nonlinearities (MROSNs) and successive packet dropouts. MROSNs are proposed to model a class of sector‐like nonlinearities that occur according to the multiple Bernoulli distributed white sequences with a known conditional probability. Different from traditional approaches, in this paper, a time‐varying filter is designed directly for the addressed system without resorting to the augmentation of system states and measurement, which helps reduce the filter order. A new H_∞ filtering technique is developed by means of a set of recursive linear matrix inequalities that depend on not only the current available state estimate but also the previous measurement, therefore ensuring a better accuracy. Finally, two illustrative examples are used to demonstrate the effectiveness and applicability of the proposed filter design scheme. Copyright © 2010 John Wiley & Sons, Ltd.     

Nonfragile H∞ filtering for discrete multirate time‐delayed systems over sensor networks characterized by Gilbert‐Elliott models

In this article, the nonfragile H_∞ filtering problem is investigated for a class of discrete multirate time‐delayed systems over sensor networks. The probabilistic packet dropout occurs during the information transmissions among the sensor nodes in the sensor network characterized by the Gilbert‐Elliott model. In order to take the multirate sampling into account, the state updating period of the system and the sampling period of the sensors are allowed to be different. The variation of the filter gain is considered to reflect the physical errors with the filter implementation. The aim of this article is to design a set of nonfragile filters such that, in the presence of multirate sampling, time‐delays, and packet dropouts, the filtering error dynamics is exponentially mean‐square stable and also satisfies the H_∞ performance requirement. By using the Lyapunov‐Krasovskii functional approach, a sufficient condition is derived, which ensures the exponential mean‐square stability and the H_∞ performance requirement of the filtering error dynamics. Then, the filter gains are characterized in terms of the solution to a set of matrix inequalities. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed filtering scheme.     

Robust filtering for a class of discrete-time uncertain nonlinear systems: An H∞ approach

This paper deals with the H_∞ filtering problem for a class of discrete-time nonlinear systems with or without real time-varying parameter uncertainty and unknown initial state. For the case when there is no parametric uncertainty in the system, we are concerned with designing a nonlinear H_∞ filter such that the induced l₂ norm of the mapping from the noise signal to the estimation error is within a specified bound. It is shown that this problem can be solved via one Riccati equation. We also consider the design of nonlinear filters which guarantee a prescribed H_∞ performance in the presence of parametric uncertainties. In this situation, a solution is obtained in terms of two Riccati equations.     

Delay‐dependent exponential H ∞ filtering for discrete‐time switched delay systems

In this paper, the problem of delay‐dependent exponential H _∞ filtering for discrete‐time switched delay systems is investigated under average dwell time switching signals. Time delay under consideration is interval time‐varying in the states. By introducing a proper factor to construct a novel Lyapunov‐Krasovskii function and using average dwell time approach, sufficient conditions for the solvability of this problem, dependent on the upper and lower bounds of time‐varying delay, are obtained in terms of linear matrix inequalities. A numerical example is presented to demonstrate the effectiveness of the developed results. Copyright © 2011 John Wiley & Sons, Ltd.     

Delay‐dependent stability criterion and H∞ analysis for Markovian jump systems with time‐varying delays

This paper deals with the problems of stochastic stability and H_∞ analysis for Markovian jump linear systems with time‐varying delays. In terms of linear matrix inequalities, a less conservative delay‐dependent stability criterion for Markovian jump systems is proposed by constructing a different Lyapunov‐Krasovskii functional and introducing improved integral‐equalities approach, and a sufficient condition is derived from the H_∞ performance. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society