Probability-dependent H ∞ filtering for nonlinear stochastic systems with missing measurements and randomly occurring communication delays

Abstract

In this article, the H ∞ filtering problem is investigated for a class of nonlinear stochastic systems with incomplete measurements. The considered incomplete measurements include both the missing measurements and the randomly occurring communication delays. By using a set of Kronecker delta functions, a unified measurement model is employed to describe the phenomena of random communication delays and missing measurements. The purpose of the problem addressed is to design an H ∞ filter such that, for all nonlinearities, incomplete measurements and external disturbances, the filtering error dynamics is exponentially mean-square stable and the H ∞-norm requirement is satisfied. A sufficient condition for the existence of the desired filter is established in terms of certain linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed filter scheme.