Reduced-order filtering for networks with Markovian jumping parameters and missing measurements

Abstract

The problem of reduced-order H∞ filters design for Markovian jumping complex networks with polytopic time-varying transition probability matrices is first addressed in this paper, where the dynamic of each node is described by the sector-bounded nonlinearity. For the measurements, both quantisation and packet dropouts are considered, where each node has its own packet dropout rate. By using the mode- and transition probability-dependent Lyapunov function approach, two sufficient conditions are provided to ensure the stochastic stability and the disturbance attenuation performance of the resulting filtering error system. Then, the mode-independent reduced-order filters design method is proposed, and the filter parameters are given explicitly by linear matrix inequality method. Finally, the effectiveness of the theoretic results presented is illustrated via a numerical example which contains performance comparison of different mode-independent reduced-order filters.