Robust H∞ filter for discrete-time linear system with uncertain missing measurements and non-linearity

This study considers robust H∞ filtering for discrete system with uncertain multiple missing measurements and probabilistic non-linearities. The measurement missing rate is assumed to be known with uncertainties and the non-linearities´ variation information between different bounds is utilised to build new type of non-linearity model. Employing these new characteristics, new filtering error dynamics with time delay and uncertainties are proposed. By using Lyapunov functional approach, sufficient conditions on the H∞ performance analysis are obtained, and the desired filter parameters can also be obtained by solving certain linear matrix inequalities. Finally, an example is proposed to show the effectiveness of the proposed model and design procedures.