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Optimal H-2 filtering with random sensor delay, multiple packet dropout and uncertain observations Export

International Journal of Control, Vol. 80, No. 2. (2007), pp. 292-301.

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This paper studies the problem of optimal filtering of discrete-time systems with random sensor delay, multiple packet dropout and uncertain observation. The random sensor delay, multiple packet dropout or uncertainty in observation is transformed to a stochastic parameter in the system representation. A new formulation enables us to design an optimal filter for a system with multiple packet dropout in sensor data. Based on a stochastic definition of the <a name="ILM0003"> </a>-norm of a system with a stochastic parameter, new relations for stochastic <a name="ILM0004"> </a>-norm are derived. The stochastic <a name="ILM0005"> </a>-norm of the estimation error is used as a criterion for the filter design. The relations derived for the new norm definition are used to obtain a set of linear matrix inequalities (LMIs) to solve the filter design problems. Simulation examples show the effectiveness of the proposed method.


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