Kybernetika 56 no. 1, 127-151, 2020

Variance-constrained $H_{\infty }$ finite-horizon filtering for multi-rate time-varying networked systems based on stochastic protocols

Ming Lyu, Jie Zhang and YuMing BoDOI: 10.14736/kyb-2020-1-0127

Abstract:

In this paper, the variance-constrained $H_\infty$ finite-horizon filtering problem is investigated for a class of time-varying nonlinear system under muti-rate communication network and stochastic protocol (SP). The stochastic protocol is employed to determine which sensor obtains access to the muti-rate communication network in order to relieve communication burden. A novel mapping technology is applied to characterize the randomly switching behavior of the data transmission resulting from the utilization of the SP in muti-rate communication network. By using relaxation method, sufficient conditions are derived for the existence of the finite-horizon filter satisfying both the prescribed $H_\infty$ performance and the covariance requirement of filtering errors, and the solutions of filters satisfying the above indexes are obtained by using linear matrix inequalities. Finally, the validity and effectiveness of the proposed filter scheme are verified by numerical simulation.

Keywords:

$H_{\infty }$ finite-horizon filtering, muti-rate communication, stochastic protocol (SP), time-varying systems

Classification:

93C10, 93C55, 93E11, 60G35

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