State‐saturated H∞ filtering with randomly occurring nonlinearities and packet dropouts: the finite‐horizon case |
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Authors: | Derui Ding Zidong Wang Bo Shen Huisheng Shu |
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Affiliation: | 1. School of Information Science and Technology, Donghua University, , Shanghai, 200051 China;2. Department of Information Systems and Computing, Brunel University, , Uxbridge, Middlesex, UB8 3PH UK |
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Abstract: | 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. |
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Keywords: | discrete time‐varying systems H∞ filtering finite‐horizon state saturations randomly occurring nonlinearities successive packet dropouts |
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