测量数据丢失的随机不确定离散系统的鲁棒h2状态-控制理论与应用.pdfVIP

25 3 Vol. 25 No. 3 2008 6 Control Theory Applications Jun. 2008 :2008 , , ( , 350108) : , , . , . . , Bernoulli. , , . . : ; ; ; : TP13 : A Robust H-two state estimation for stochastic uncertain discrete-time system with missing measurements WANG Wu, YANG Fu-wen, ZHAN Yao-qing (College of Electrical Engineering and Automation, Fuzhou University, Fuzhou Fujian 350108, China) Abstract: 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. Key words: missing data; robust H-two filtering; polyhedral uncertainty; LMI [8] 1 (Introduction) . Bernoulli, ( , Bernoulli ), . .