Robust H∞ filtering for discrete time-varying systems with nonlinearities and probabilistic output degradation

This paper is concerned with the H_∞ filtering problem for a class of time-varying systems with nonlinearities and probabilistic output degradation phenomenon. Such a phenomenon is described by a random variable which obeys the Bernoulli distribution with probability known priorly. By means of the linear matrix inequality approach, a sufficient condition is derived for the time-varying system to reach the required H_∞ performance. An iterative algorithm is then proposed to obtain the filter parameters recursively by solving the corresponding linear matrix inequality. A numerical example is presented to show the effectiveness of the proposed method.