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Robust Estimation for Discrete Markov System with Time-Varying Delay and Missing Measurements

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  • Jia You
  • Shen Yin
  • Hamid Reza Karimi

Abstract

This paper addresses the filtering problem for time-delayed Markov jump systems (MJSs) with intermittent measurements. Within network environment, missing measurements are taken into account, since the communication channel is supposed to be imperfect. A Bernoulli process is utilized to describe the phenomenon of the missing measurements. The original system is transformed into an input-output form consisting of two interconnected subsystems. Based on scaled small gain (SSG) theorem and proposed Lyapunov-Krasovskii functional (LKF), the scaled small gains of the subsystems are analyzed, respectively. New conditions for the existence of the filters are established, and the corresponding filter design scheme is proposed. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed approach.

Suggested Citation

  • Jia You & Shen Yin & Hamid Reza Karimi, 2013. "Robust Estimation for Discrete Markov System with Time-Varying Delay and Missing Measurements," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-9, October.
    • Handle: RePEc:hin:jnlmpe:321935
    DOI: 10.1155/2013/321935
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