Deconvolution filtering for nonlinear stochastic systems with randomly occurring sensor delays via probability-dependent method (Q2319138)

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Deconvolution filtering for nonlinear stochastic systems with randomly occurring sensor delays via probability-dependent method
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    Deconvolution filtering for nonlinear stochastic systems with randomly occurring sensor delays via probability-dependent method (English)
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    16 August 2019
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    Summary: This paper deals with a robust \(H_{\infty}\) 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 \(H_{\infty}\) 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 \(H_{\infty}\) 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.
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    deconvolution filtering
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    nonlinear stochastic systems
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    sensor delays
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    robust \(H_{\infty}\) filtering
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