Robust H∞ Filtering for Switched Stochastic System With Missing Measurements

This paper considers the design of robustHinfinfiltering problem for switched stochastic discrete time-delay system with missing measurements via switched Lyapunov function approach. Attention is focused on the design of an exponentially stable filter guaranteeing a prescribed noise attenuation level in theHinfinsense and missing measurements probability. By using switched Lyapunov functionals, some sufficient conditions in terms of linear matrix inequalities (LMIs) are obtained. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.