H2/H∞ filtering for networked systems with data transmission time-varying delay, data packet dropout and sequence disorder

This paper investigates an H2/H∞ filter designing for networked systems perturbed by multiple noises. The measurement transmission from the sensor to the remote filter is completed via a communication network in simultaneously presenting of data transmission time-varying delays, data packet dropout and data sequence disorder. Since the filter will receive delayed and disordered information, a zero-order-hold (ZOH) or a logical-ZOH (LZOH) is firstly employed for resorting the chaos data sequence. Afterwards, a hybrid H2/H∞ filtering scheme is designed for accurately estimating the target output. By Itô formula and a novel free-weight method, the almost surely mean square exponentially stable (ASMSES) condition of the error system is conveniently obtained and the corresponding filter design method is finally presented. By the proposed method, not only the ASMSES with a pre-scheduled H2/H∞ performance can be achieved, but also the convergence rate of overall system is pre-regulable. In addition, it has been point out the dynamic filtering performance of LZOH scheme should be better than ZOH ones due to less time-varying delays are introduced and more latest measurement information are employed. Numerical examples are provided to demonstrate the effectiveness of the proposed methods.