Finite-time dissipative filtering for uncertain discrete-time systems with state and disturbance-dependent noise over fading channels.

Abstract

This paper concerns with the finite-time exponential dissipative filtering problem for a class of discrete stochastic system subject to randomly occurring uncertainties and channel fadings. A modified Lth-order Rice fading model is presented to better characterize the multipath fading phenomena in real wireless communication environment. Our objective is to design a filter such that the filtering error system is finite-time stochastic bounded with a prespecified exponential dissipative performance. With the aid of the auxiliary function, a new set of sufficient conditions is derived for the existence of an acceptable filter which can degrade into the conditions for filtering with H∞ performance. Then, the filter gains are obtained by solving these inequality sufficient conditions. Finally, an illustrative example is given to demonstrate the validity of the proposed approach.