Deconvolution Filtering for Nonlinear Stochastic Systems with Randomly Occurring Sensor Delays via Probability-Dependent Method

This paper deals with a robust H∞ deconvolution filtering problem for discrete-time nonlinear stochastic systems with randomly occurring sensor delays. The delayed measurements are assumed to occur in a random way characterized by a random variable sequence following the Bernoulli distribution with...

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Bibliographic Details
Main Authors: Yuqiang Luo, Guoliang Wei, Hamid Reza Karimi, Licheng Wang
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/814187
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Summary:This paper deals with a robust H∞ deconvolution filtering problem for discrete-time nonlinear stochastic systems with randomly occurring sensor delays. The delayed measurements are assumed to occur in a random way characterized by a random variable sequence following the Bernoulli distribution with time-varying probability. The purpose is to design an H∞ deconvolution filter such that, for all the admissible randomly occurring sensor delays, nonlinear disturbances, and external noises, the input signal distorted by the transmission channel could be recovered to a specified extent. By utilizing the constructed Lyapunov functional relying on the time-varying probability parameters, the desired sufficient criteria are derived. The proposed H∞ deconvolution filter parameters include not only the fixed gains obtained by solving a convex optimization problem but also the online measurable time-varying probability. When the time-varying sensor delays occur randomly with a time-varying probability sequence, the proposed gain-scheduled filtering algorithm is very effective. The obtained design algorithm is finally verified in the light of simulation examples.
ISSN:1085-3375
1687-0409