H∞ state estimation for complex networks with uncertain inner coupling and incomplete measurements.

Abstract

In this paper, the H∞ state estimation problem is investigated for a class of complex networks with uncertain coupling strength and incomplete measurements. With the aid of the interval matrix approach, we make the first attempt to characterize the uncertainties entering into the inner coupling matrix. The incomplete measurements under consideration include sensor saturations, quantization, and missing measurements, all of which are assumed to occur randomly. By introducing a stochastic Kronecker delta function, these incomplete measurements are described in a unified way and a novel measurement model is proposed to account for these phenomena occurring with individual probability. With the measurement model, a set of H∞ state estimators is designed such that, for all admissible incomplete measurements as well as the uncertain coupling strength, the estimation error dynamics is exponentially mean-square stable and the H∞ performance requirement is satisfied. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem that can be easily solved using the semidefinite program method. Finally, a numerical simulation example is provided to demonstrate the effectiveness and applicability of the proposed design approach.