Robust estimation for discrete Markov system with time-varying delay and missing measurements

Abstract

This paper addresses the H∞ filtering problem for time-delayed Markov jump systems (MJSs) with intermittent measurements. Within network environment, missing measurements are taken into account, since the communication channel is supposed to be imperfect. A Bernoulli process is utilized to describe the phenomenon of the missing measurements. The original system is transformed into an input-output form consisting of two interconnected subsystems. Based on scaled small gain (SSG) theorem and proposed Lyapunov-Krasovskii functional (LKF), the scaled small gains of the subsystems are analyzed, respectively. New conditions for the existence of the H∞ filters are established, and the corresponding H∞ filter design scheme is proposed. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed approach.