Abstract
In Chap. 3, we study the H ∞ filtering problem for a general class of nonlinear discrete-time stochastic systems with missing measurements and randomly varying sensor delays. The nonlinear H ∞ filtering problem in the presence of missing measurements is first considered, and a filter of very general form is designed such that the filtering process is stochastically stable and the filtering error satisfies H ∞ performance constraint for all admissible missing observations and nonzero exogenous disturbances under the zero initial condition. The existence conditions of the desired filter are derived in terms of the Hamilton–Jacobi–Isaacs inequalities. Then, by using similar analysis techniques, the H ∞ filtering problem with randomly varying sensor delays is studied, and a set of parallel results is derived.
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Shen, B., Wang, Z., Shu, H. (2013). H ∞ Filtering with Missing Measurements and Randomly Varying Sensor Delays. In: Nonlinear Stochastic Systems with Incomplete Information. Springer, London. https://doi.org/10.1007/978-1-4471-4914-9_3
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DOI: https://doi.org/10.1007/978-1-4471-4914-9_3
Publisher Name: Springer, London
Print ISBN: 978-1-4471-4913-2
Online ISBN: 978-1-4471-4914-9
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