Finite-horizon H∞ filtering for switched time-varying stochastic systems with random sensor nonlinearities and packet dropouts

This paper is concerned with the finite-horizon H∞ filtering problem for a class of switched time-varying systems with state-dependent stochastic disturbances. The system outputs are subject to randomly occurring sensor nonlinearities and successive packet dropouts. Attention is focused on the design of a mode-dependent asynchronous time-varying filter such that the prescribed weighted H∞ performance requirement can be achieved under the average dwell-time switching. By utilizing the piecewise function approach and stochastic analysis technique, sufficient conditions are first established to ensure the existence of the desired finite-horizon asynchronous H∞ filter. Then, the explicit characterization of the filter gains is presented in terms of the solutions to certain recursive linear matrix inequalities. Finally, the effectiveness of the proposed filtering scheme is illustrated via a simulation example.