Recursive filtering for time-varying systems with mixed time-delays subject to stochastic communication protocol and dynamic quantization effects

Abstract

The recursive filtering problem for a class of time-varying systems with mixed time-delays subject to stochastic communication protocol and dynamic quantization effects is discussed in this article. It is assumed that only one sensor can transmit the measured information to the filter at each sampling period, and the selected sensor is determined by the scheduling strategy of the stochastic communication protocol. Based on this assumption, the dynamic upper bound of the filtering error covariance is derived for time-varying systems with mixed time-delays and an underlying scheduling protocol by solving two Riccati difference equations in each sampling period. Then, the trace of the upper bound is minimized to obtain the filter gain with the desired filtering performance. Subsequently, the boundedness issue of the filtering error covariance is investigated. Sufficient conditions are given to ensure that the filtering error covariance is exponentially bounded in the mean square. Finally, numerical examples are given to demonstrate the effectiveness and superiority of the proposed algorithm.