Adaptive reliable H∞ filtering in the presence of sensor failures

Abstract

This paper is concerned with the adaptive reliable H∞ filtering problem against sensor failures for continuoustime linear systems. An adaptive H∞ performance index is defined to describe the disturbance attenuation performance of systems with time-varying parameter estimations. By combining the linear matrix inequality (LMI) approach for H ∞ filter design and adaptive method, a method of designing adaptive reliable H∞ filters is proposed, where the filter parameter matrices are updating automatically to compensate the sensor fault effects on systems based on the on-line estimations of eventual faults. It is shown that the design condition for the newly proposed adaptive H ∞ filtering is more relaxed than that for the traditional fixed gain filter design based on LMI approach. A numerical example and its simulations are given to illustrate the effectiveness of the results. © 2006 IEEE.