State Estimation for Time-Delay Systems with Markov Jump Parameters and Missing Measurements

Abstract

This paper is concerned with the state estimation problem for a class of time-delay systems with Markovian jump parameters and missing measurements, considering the fact that data missing may occur in the process of transmission and its failure rates are governed by random variables satisfying certain probabilistic distribution. By employing a new Lyapunov function and using the convexity property of the matrix inequality, a sufficient condition for the existence of the desired state estimator for Markovian jump systems with missing measurements can be achieved by solving some linear matrix inequalities, which can be easily facilitated by using the standard numerical software. Furthermore, the gain of state estimator can also be derived based on the known conditions. Finally, a numerical example is exploited to demonstrate the effectiveness of the proposed method.