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Filter Design for Large-Scale Systems with Missing Measurements

Author

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  • Ying Zhou
  • Shuming Yang
  • Qiang Zang

Abstract

This paper is concerned with filter design problem for large-scale systems with missing measurements. The occurrence of missing measurements is assumed to be a Bernoulli distributed sequence with known probability. The new full-dimensional filter is designed to make the filter error system exponentially mean-square stable and achieve a prescribed performance. Sufficient conditions are derived in terms of linear matrix inequality (LMI) for the existence of the filter, and the parameters of filter are obtained by solving the LMI. Finally, the numerical simulation results illustrate the effectiveness of the proposed scheme.

Suggested Citation

  • Ying Zhou & Shuming Yang & Qiang Zang, 2013. "Filter Design for Large-Scale Systems with Missing Measurements," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-7, August.
    • Handle: RePEc:hin:jnlmpe:945705
    DOI: 10.1155/2013/945705
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