H∞ Filtering for a Class of Discrete-Time Markovian Jump Systems with Missing Measurements

This paper is concerned with the H-infinity filtering problem for a class of discrete-time Markovian jump system with missing measurements. The measurement missing assumed to occur in random way and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval [0 1]. Our attention is focused on the design of a filter such that, for the admissible random measurements, missing the error of filtering process is stochastically stable. Using the Lyapunov function combined with projection Lemma is established that the filtering error system is stochastically stable and a guaranteed H-infinity performance constraint is achieved. A numerical example is given to illustrate the feasibility and effectiveness of proposed filter.