H∞ Filtering for Time-varying Delayed Systems with Randomly Varying Sensor Saturations

This paper mainly focuses on the finite-horizon H-infinity filtering problem for a class of discrete time-varying systems with delays and randomly varying sensor saturations. A set of binary switching sequences taking values of 1 and 0 is introduced to account for the stochastic phenomenon of sensor saturations which occurs and influences the dynamics of the system in a probabilistic way. By utilizing the stochastic analysis and matrix inequality techniques, sufficient criteria are derived in terms of a set of recursive linear matrix inequalities (RLMIs) under which the filtering error dynamics achieves the prescribed H-infinity performance over a finite horizon. Moreover, at each time point k, the time-varying filter parameters can be solved iteratively according to the explicit solutions of the RLMIs. Finally, a numerical simulation is given to illustrate the effectiveness of the obtained results.