Filtering For Nonlinear Time-delay Discrete Stochastic Systems With Missing Measurement

In this paper, we concern a kind of filtering problem for a class of nonlinear discrete time-delay stochastic systems with missing measurement. These systems involve parameter uncertainties, stochastic disturbances, missing measurements, time-delay and sector-like nonlinearities. When missing measurement obey 0-1 distribution and the nonlinear function satisfies sector-bounded conditions,using the Lyapunov stability theory and LMI, we can design a kind of filter, so that if the system satisfies uncertainty frame-bounded, the dynamics of the filtering error is constrained to be robustly asymptotically stable in the mean square, and a prescribed H_∞disturbance rejection attenuation level is also guaranteed.Under the standard conditions of nonlinear discrete time-delay stochastic systems, using the Lyapunov-Krasovskii function and LMI, we can get the sufficient judgment condition of H_∞filtering presence, and then show the design way of filter parameters.When the system satisfies uncertainties and time-varying delay conditions, the design way of H_∞filter is showed such that the dynamics of the filtering error is constrained to be robustly asymptotically stable in the mean square. Then, the explicit expression of the desired filter gains is described in terms of the solution to a linear matrix inequality.