Robust H∞ filtering for discrete-time switched time-delay systems with missing measurements and asynchronous switching

This paper investigates the problem of robust H∞ filtering for switched discrete-time systems with missing measurements and asynchronous switching. The missing measurements are modelled as a binary switch sequence specified by a conditional probability distribution. The purpose of the paper is the design of a filter such that for all admissible uncertainties, the error system is exponentially mean square stable, and the norm of the transfer function, from the noise signal to the estimation error, is below a pre-specified level. By using the average dwell time approach, a sufficient condition for the existence of such a filter is obtained in terms of a set of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is given. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed method.