Signal Processing 92 (2012) 1387–1396

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Signal Processing
journal homepage: www.elsevier.com/locate/sigpro

H1 filtering for nonlinear stochastic systems with sensor saturation,

quantization and random packet losses$
Wei Yang a, Ming Liu a,n, Ping Shi b
a
School of Astronautics, Harbin Institute of Technology, Harbin 150001, China
b
Heilongjiang Communications Polytechnic Qiqihar, Heilongjiang 161000, China

a r t i c l e i n f o abstract

Article history: This paper is concerned with the H1 filtering problem for a class of nonlinear stochastic
Received 20 June 2011 systems subject to sensor saturation over unreliable communication channel. The
Received in revised form investigated plant is described by a class of stochastic systems with global Lipschitz
16 November 2011
nonlinearities and random noise depending on state and external-disturbance. The
Accepted 19 November 2011
characteristic of sensor saturation is handled by a decomposition approach which is
Available online 8 December 2011
more general than those in the existing work where the sensor saturation and network-
Keywords: induced phenomenon were considered separately. The communication links between
Robust filtering the plant and filter are unreliable network channels, and the effects of output
Stochastic system
logarithmic quantization and data packet losses are considered together. The purpose
Sensor saturation
of this work is to design a full-order filter by employing the incomplete output
Signal quantization
Random packet loss measurements such that the dynamics of the estimation error is guaranteed to be
External disturbance stochastically stable. Both filter analysis and synthesis problems are investigated, and
the explicit expression of the desired filters is also provided. Finally, a numerical
simulation is illustrated to show the effectiveness of the designing filtering technique.
& 2011 Elsevier B.V. All rights reserved.

1. Introduction with time-varying interval delay has been addressed

Stochastic and nonlinearity phenomenon frequently
exhibit in many branches of science and engineering
applications [17–20,11,1]. In the past few years, increas-
ing research interests have been paid to the study of
control and filtering problems for various types of non-
linear stochastic systems [1,30,7,23,2,33]. For instance,
the H1 filtering problem has been investigated for Mar-
kovian jumping systems with mode-dependent delays in
[19], and for nonlinear stochastic time-delay systems
in [26]. The L2–L1 filtering problem for stochastic systems
$
This work was supported by the Fundamental Research Funds for
the Central Universities (Grant No. HIT.KLOF.2010019 and HIT. NSRIF.
201161), by the National Natural Science Foundation of China
(61104101), by the China Postdoctoral Science Foundation funded
project (2011M500058).
n
Corresponding author.
E-mail addresses: robustcontrol23@gmail.com (M. Liu),
dianxinshiping@163.com (P. Shi).
in [34].
Recent years networked control systems (NCSs) have
been extensively investigated due to its broad applica-
tions in industrial engineering [21,22,12,14]. NCSs holds a
few excellent advantages such as reduction of costs of
cables and power, simplification of the installation and
maintenance of the whole system and increase of the
reliability [33,5,13,31]. However, the insertion of the
communication channels also arises some unexpected
phenomenon such as signals quantization, intermittent
data packet losses, and the signal-transmission delay [8].
These phenomenon emerged in NCSs are known to the
main causes for the performance deterioration or even the
instability of the controlled networked system [8]. So far,
intensive research interest has been reported in a wealth
of literature focused on the control and filtering problems
of NCSs involved with networked-induced time-delay,
packet losses and signal quantization [31].
In practical physical systems, sensors and actuators
always cannot provide unlimited amplitude signal due

0165-1684/$ - see front matter & 2011 Elsevier B.V. All rights reserved.
doi:10.1016/j.sigpro.2011.11.019
1388 W. Yang et al. / Signal Processing 92 (2012) 1387–1396

mainly to the physical or safety constraints [24,32]. The A 4 0 ð o0Þ denotes a positive definite matrix (negative
phenomenon of sensor and/or actuator saturation can definite, respectively). In denotes an identity matrix with
yield significant limitations on various aspects of sensor dimension n. Probfg and Varfg denote the occurrence
and/or actuator performance, e.g., the range limitations probability and the variance of the event ‘‘’’, respectively.
that results in the nonlinear characteristic of sensors and/
or actuator [3]. For actuator saturation (input saturation),
2. Problem description
a great deal of attention has been paid for various types of
systems [35–37,10,6]. In particular, the control problem
We consider the following discrete-time stochastic
for continuous-time linear delay systems subject to
system with Lipschitz nonlinearity and state-dependent
quantization and saturation has been investigated in [4],
disturbance
where both quantized state and quantized input are taken 8
into consideration. On the other hand, for sensor satura- > xðk þ1Þ ¼ AxðkÞ þ BuðkÞ þ f ðk,xk Þ þ ½ExðkÞ þ GuðkÞwðkÞ,
>
>
tion (output saturation), some results on the filtering for >
> yðkÞ ¼ CxðkÞ,
>
<
stochastic systems have been presented in [25,15]. How- yf ðkÞ ¼ fðyðkÞÞ þDuðkÞ,
ever, it is noted that the system output in [25] is the sum >
>
>
> yq ðkÞ ¼ qðyf ðkÞÞ,
>
>
of a linear term and a nonlinear term. This means that the : zðkÞ ¼ LxðkÞ,
output model in [25] is only a special class of nonlinear
sensor model, but not a general form. Besides, the filtering ð1Þ
strategy presented in [15] only considered the sensor n p
where xðkÞ 2 R is the state, yðkÞ 2 R is the output, fðÞ is
saturation effect, but cannot be applied directly to stochastic the saturation function defined as in (4), yq ðkÞ 2 Rp is the
systems in a network environment involved with network- quantized output, and qðÞ is the logarithmic quantizer
induced effects such as signal quantization and packet defined in (7)–(10), zðkÞ 2 Rr is the state combination to
losses. In general, the traditional filtering approaches pro- be estimated. A 2 Rnn , B 2 Rnm , C 2 Rpn , D 2 Rpm ,
posed in the existing work cannot be utilized for the E 2 Rnn , G 2 Rnm and L 2 Rrn are known constant
stochastic systems with more general sensor saturation in matrices, f ðk,xk Þ 2 Rn is the real nonlinear vector function
a network environment. which satisfies the following global Lipchitz condition:
It is worth pointing out that, for stochastic plants
Jf ðk,xk ÞJ r JTxðkÞJ,
involved with a realistic networked environment, it is quite
often that the phenomenon of sensor saturation, sensor Jf ðk,xk Þf ðk, x^ k ÞJ r JTðxðkÞxðkÞÞJ
^ ð2Þ
quantization and random packet losses exhibit simulta- n nn
^
for any two state vector x(k) and xðkÞ 2 R , and T 2 R is
neously. As discussed above, traditional filtering techniques
a known constant matrix.
cannot be applied directly to such complicated case. It is
In system (1), wðkÞ is a standard one-dimensional
unfortunately, however, to the best of the authors’ knowl-
random process on a probability space ðO,F ,PÞ where O
edge, the H1 filtering problem for nonlinear stochastic
is the sample space, F is the s-algebra of subsets of the
systems with sensor saturation, quantization and packet
sample space, and P is the probability measure on F . The
losses has not been investigated, and remains to be impor-
sequence of wðkÞ is generated by ðwðkÞÞk2N where N
tant and challenging. This motivates our current work.
denotes the set of natural numbers, and it satisfies that
In this paper, we are concerned with the H1 filtering
EfwðkÞg ¼ 0, EfwðkÞ2 g ¼ 1, EfwðiÞwðjÞg ¼ 0 for iaj.
problem for nonlinear stochastic systems in a realistic
It is assumed that the exogenous disturbance uðkÞ 2 Rm
network environment. The effects of sensor saturation,
belongs to LE2 ð½0,1Þ; Rm Þ, where LE2 ð½0,1Þ; Rm Þ denotes
quantization and network-induced random packet drop-
the space of k-dimensional nonanticipatory square-integr-
out are taken into account simultaneously. The character-
able process jðÞ ¼ ðjðkÞÞk2N on N with respect to ðjk Þk2N ,
istic of sensor saturation is handled by a decomposition
and jðÞ satisfies
approach which is more general than those in the existing ( )
work where the issue of sensor saturation has not been X
1 X1
2 2
JjJE2 ¼ E JjðkÞJ ¼ EfJjðkÞJ2 g o 1: ð3Þ
considered in a network environment. A systemic design
k¼0 k¼0
approach is developed to design a robust filter such that
the asymptotic estimates of system states is obtained by The structure of the networked filtering system is illu-
employing the incomplete output measurements. Sufficient strated in Fig. 1. In the following discussion, we introduce
condition is proposed such that the derived filtering error the investigated issues of sensor saturation, sensor quan-
system is robustly stochastically stable with a prescribed tization and random packet losses, respectively.
disturbance attenuation level. The main contribution of this
work is that the filtering problem of sensor saturation is
considered in a network environment and holds the appli-
cation value for networked-based filtering systems in prac-
tical engineering. Finally, a numerical example is provided
to illustrate the effectiveness of the proposed filtering
design approach.
Notations: Throughout the paper, Efg is the mathema-
tical expectation. J  J denotes the Euclidean norm of a
vector. Given a symmetric matrix A, the notation Fig. 1. Networked filtering systems.
 W. Yang et al. / Signal Processing 92 (2012) 1387–1396 1389

2.1. Sensor saturation defined as

8
> ðjÞ 1 1 ðjÞ
We denote y(k) as yk for simplicity. It is assumed that >
> ‘i
> if ‘ðjÞ o yi ðkÞr ‘ ,
>
> 1þ di i 1di i
the saturation function fðÞ : Rp -Rp in (1) belongs >
>
< yi ðkÞ4 0,
½K 1 , K 2  for some given diagonal matrices K 1 2 Rpp , K 2 2 qi ðfðyi ðkÞÞÞ ¼
>
> 0 if yi ðkÞ ¼ 0,
Rpp with K 1 Z 0, K 2 Z 0 and K 2 4 K 1 , and fðÞ satisfies the >
>
>
> qi ðfðyi ðkÞÞÞ
> if yi ðkÞ o 0, i ¼ 1; 2, . . . ,p;
following sector condition: >
:
j ¼ 7 1, 7 2, . . . ,
ðfðyk ÞK 1 yk ÞT ðfðyk ÞK 2 yk Þ r 0, 8yk 2 Rq : ð4Þ ð10Þ

In light of (4), the nonlinear function fðyk Þ can be where di ¼ ð1ri Þ=ð1 þ ri Þ are the quantizer parameters.
decomposed into a linear and a nonlinear part: In the light of [5], the logarithmic quantizer (10) can be
characterized by the following form:
fðyk Þ ¼ fs ðyk Þ þ K 1 yk ð5Þ
qðfðyk ÞÞ ¼ ðIp þ LðkÞÞfðyk Þ, ð11Þ
and the nonlinearity fs ðyk Þ satisfies fs ðyk Þ 2 Fs , where the
where
set Fs is defined as
LðkÞ ¼ diagfL1 ðkÞ, L2 ðkÞ, . . . , Lp ðkÞg,
Fs 9ffs : fTs ðyk Þðfs ðyk ÞKyk Þ r 0g, K9K 2 K 1 : ð6Þ
Lj ðkÞ 2 ½‘j ,‘j , j ¼ 1, . . . ,p: ð12Þ

Remark 1. In fact, the study on systems in the presence

Remark 2. It should be pointed out that there exists
of sensor nonlinearities carries a great deal of interest and
another type of classical quantization scheme, that is,
practical importance over the past few decades. In parti-
dynamical uniform quantization in the literature. We now
cular, recently some results on the filtering for stochastic
illustrate the difference between the logarithmic quanti-
systems with sector nonlinearities of sensor have been
zation and the uniform quantization. The structure of a
reported in the existing literature [6,25,15]. However, the
uniform quantizer is as follows:
system output y(t) in [6,25] is the sum of a linear term 8
and a nonlinear term. This means that the output model > M if x 4 ðM þ 1=2ÞD,
>
>
in [6,25] is just a special class of the nonlinear sensor < M if x r ðM þ 1=2ÞD,
qðxÞ ¼   ð13Þ
model considered in this paper, and the filtering method >
> x 1
>
: þ if ðM þ 1=2ÞD ox r ðM þ 1=2ÞD,
in [6,25] cannot be used directly into the stochastic D 2
systems with more general sensor nonlinearities as pro-
posed in our paper. On the other hand, the work in [15] where M 40 and D Z 0 are given constant.
does not considered the effects of signal quantization and The difference between the uniform quantizer (13) and
data packet losses yet. Hence, the filtering problem the logarithmic quantizer (10) is that: the former one
addressed in this paper is more general and complicated provides a uniform partition of the state space, and the
compared with those of [6,25,15]. lengths of each two quantization regions are equal; the later
one provides a non-uniform partition of the state space: the
quantization levels become finer in the region closer to the
2.2. Sensor quantization origin in a logarithmic way. A logarithmic quantizer is more
practical to be implemented than a uniform quantizer since
In the network environment, the saturated output in the logarithmic quantization the quantization error will
measurements fðyk Þ is quantized before transmitted in tend to zero when the signal tends to zero.
the digital channel. In this paper, we employ the logarith-
mic quantizer for system (1) which is described as 2.3. Random packet losses
qðÞ ¼ ½q1 ðÞ, q2 ðÞ,    qp ðÞT , ð7Þ
In this network setting, the measured output received
where qi ðÞ is assumed to be symmetric, that is, in the filter side is involved with the effects of quantization
and packet losses, and it is described by
qi ðfðyi ðkÞÞÞ ¼ qi ðfðyi ðkÞÞÞ, i ¼ 1, . . . ,p: ð8Þ
yf ðkÞ ¼ ak qðyf ðkÞÞ: ð14Þ
The set of quantized levels of qi ðÞ is described by
In (14), the stochastic variable ak 2 R is a Bernoulli
Qi ¼ f 7 ‘iðjÞ 9‘iðjÞ ¼ ðri Þj  ‘ið0Þ , j ¼ 7 1, 7 2, . . .g [ 7‘ið0Þ g [ f0g, distributed white sequence with the probability distribu-
tion as follows [29]:
8
0 o ri o 1, ‘ið0Þ 40, ð9Þ > Prob fak ¼ 1g ¼ Efak g ¼ a ,
<
Prob fak ¼ 0g ¼ 1Efak g ¼ 1a , ð15Þ
where ri denotes the quantizer density of the sub- >
: Var fa g
k ¼ Efða a Þ2 g ¼ ð1a Þa ¼ a2 ,
k 1
quantizer qi ðÞ, and ‘ið0Þ denotes the initial quantization
values for the ith sub-quantizer qi ðÞ. In this work, for the where 0 r a o1 is a known positive constant to denote the
logarithmic quantization, the associated quantizer qi ðÞ is probability that the packet will be transmitted successfully
1390 W. Yang et al. / Signal Processing 92 (2012) 1387–1396

from sensor to filter, and 0 r a1 o 1 denotes the variance of     " #

E 0 G f ðk,xk Þ
ak . E¼ , G¼ , L ¼ ½0, L, Fðk,ek Þ ¼ :
E 0 G f e ðk,ex Þ
For simplicity, we denote xk :¼ xðkÞ, ok :¼ oðkÞ,
uk :¼ uðkÞ, Lk :¼ LðkÞ in the following discussion. In the System (19) contains sector bounded uncertainty Lk
light of (5), (14) can be written as and stochastic parameters ak , and thus it is an uncertain
yf ðkÞ ¼ ak ðIp þ Lk Þðfs ðyk Þ þ K 1 yk þ Duk Þ: ð16Þ stochastic parameter system where the uncertainties
resulted from the quantization error. Due to this fact,
The main focus of this paper is to investigate the filter before formulating the problem to be investigated, we
design for stochastic system (1) by employing the output introduce the following definition and lemmas.
measurements subject to saturation, quantization and
packet transmission losses. We select the following non- Definition 1 (Xu et al. [27]). The stochastic system (19)
linear filter of full order n: under uðkÞ ¼ 0 is said to be stochastically stable if there
( exists a scalar y 4 0 such that
^
xðkþ 1Þ ¼ A^ xðkÞ
^ þ By^ ðkÞ þf ðk, x^ k Þ, xðkÞ
f
^ ¼ 0, ( )
ð17Þ X
1
z^ ðkÞ ¼ LxðkÞ,
^
E JxðkÞJ2 r yEfJxð0ÞJ2 g: ð20Þ
k¼0
^
where xðkÞ 2 Rp is the state of the filter, and z^ ðkÞ 2 Rr is
the estimated signal; A^ 2 Rnn and B^ 2 Rnm are filter
gains to be designed. Lemma 1 (Niu et al. [16]). For any real vectors a, b and
We define the following error variables matrix R4 0 of compatible dimensions, the following
inequality holds:
^
ex ðkÞ9xðkÞxðkÞ, f e ðk,ex Þ9f ðk,xk Þf ðk, x^ k Þ,
T T
eðkÞ9½xTk , eTx ðkÞT , ez ðkÞ9zðkÞz^ ðkÞ: aT b þ b a r aT Ra þ b R1 b: ð21Þ

Subtracting (17) from (1) and consider the incomplete

output measurements (16), we obtain the filtering error Lemma 2 (Yakubovich [28]). Let T i 2 Rnn ði ¼ 0; 1, . . . ,pÞ
dynamics as follows: be symmetric matrices, the following condition on Ti
ði ¼ 0; 1, . . . ,pÞ
^ x ðkÞ þ ½AA
ex ðkþ 1Þ ¼ Ae ^ a BðI
^ p þ Lk ÞK 1 Cxk
zT T 0 z 40, 8 za0 s:t: zT T 0 z Z0 ði ¼ 0; 1, . . . ,pÞ
^ p þ Lk Þf ðy Þ
a BðI s k
^ p þ Lk ÞDuk þ ðExk þ Guk ÞwðkÞ holds if there exist scalars g i Z0 ði ¼ 0; 1, . . . ,pÞ such that
þ ½Ba BðI
p
X
^ p þ Lk Þ½K 1 Cxk þ f ðy Þ þ Duk 
þ ðak a ÞBðI s k G0  g i Gi 4 0:
þ f e ðk,ex Þ: ð18Þ i¼1

Combining (18) with (1), we obtain the following aug-

mented filtering error dynamics Lemma 3 (Niu et al. [16]). Let Q, R, and F(t) be real
8 matrices of appropriate dimensions with F(t) satisfying
>
> eðk þ 1Þ ¼ ½A 1 DA 1 ðkÞeðkÞ½H 1 þ DH 1 ðkÞfs ðyk Þ F T ðtÞFðtÞ oI. Then, for any scalar e 4 0,
>
>
>
> þ ½B 1 DB 1 ðkÞuk
>
>
>
< QFðtÞR þ RT F T ðtÞQ T o 0
þ ðak a Þ  ½ðA 2 DA 2 ðkÞÞeðkÞ
>
> þ ðH 2 þ DH 2 ðkÞÞfs ðyk Þ holds if
>
>
>
> þ ðB 2 þ DB 2 ðkÞÞuk  þ ðEeðkÞ þGuk Þwk þ F e ðk,ek Þ,
>
> eQQ T þ e1 RT Ro 0:
>
:
e ðkÞ ¼ LeðkÞ,
z

ð19Þ In the sequel, the main objective of this paper is stated

as follows:
where H1 Filtering problem: Given a disturbance attenuation
" # " # level g 4 0, the parameters A^ and B^ of filter (17) are
A, 0 0, 0
A1 ¼ ^ a BK , A2 ¼ , designed such that (i) the resulting filtering error system
AA ^ 1 C, A^ ^ 1 C,
BK 0
(19) is stochastically stable for uðkÞ ¼ 0 and (ii) for any
        function fðÞ 2 ½K 1 , K 2 , Jzz^ JE2 o gJuJE2 holds under zero
0 0 0 0 initial conditions for all uðkÞ 2 LE2 ð½0,1Þ; Rm Þ.
B1 ¼ ^ , B2 ¼ ^ , H1 ¼ , H2 ¼ ,
Ba BD BD a B^ B^
" # " # 3. Filtering performance analysis
A, 0 0, 0
DA 1 ¼ , DA 2 ¼ ,
a B^ Lk K 1 C, 0 B^ Lk K 1 C, 0
In this section, we shall focus on the H1 performance,
" # " # " # i.e., presenting sufficient conditions under which the H1
0 0 0
DB 1 ¼ , DB 2 ¼ , DH 1 ¼ , performance index is achieved for the addressed error
a B^ Lk D B^ Lk D a B^ Lk system (19).
" #
0
DH 2 ¼ , Theorem 1. If there exist positive and definite matrices
B^ Lk
P 2 R2n2n , scalars g 1 4 0, g 2 40, such that the following
 W. Yang et al. / Signal Processing 92 (2012) 1387–1396 1391

matrix inequality constraint holds: where

2 T T T T T
3
xðkÞ9½eT ðkÞ, fTs ðyk Þ, F k T ,
T
P þL LT T 0 C K 0 A 1 þ DA 1 A 2 DA 2
6 T T 7
6 n g2 Im 0 0 B 1 DB 1 B 2 DB 2 7
6
6
7
7
" #T " #
T T
A 1 DA 1 ðH 1 þ DH 1 Þ In P 0
G96
6
n n 2Ip 0 ðH 1 þ DH 1 Þ H 2 þ DH 2 7
7 o 0, P9
6 In 0 7 0 a21 P
6 n n n gI2n 7 A 2 DA 2 H 2 þ DH 2 0
6 1 7
4 n n n n P 0 5 " #
1
n n n n n a21 P A 1 DA 1 ðH 1 þ DH 1 Þ In

ð22Þ A 2 DA 2 H 2 þ DH 2 0
where T ¼ diagfT, Tg, C ¼ ½C, 0, g ¼ diagfg 1 , g 2 g, then the 2 T T T 3
P þ L L C K 0
HN filtering problem is solved by the proposed filter (17). 6 7
þ4 KC 2Ip 0 5: ð29Þ
Proof. The proof is divided into the following two parts: 0 0 0
(i) prove that the filtering error system (19) is stochasti-
cally stable with uðkÞ ¼ 0; and (ii) prove that Jez ðkÞJE2 On the other hand, for the Lipschitz nonlinearity
T T
o gJuðkÞJE2 . F k ¼ ½f ðk,xk Þ, f e ðk,ex ÞT , it follows from (2) that
(i) Firstly, we establish the stochastic stability of the T
f ðk,xk Þf ðk,xk Þ ¼ Jf ðk,xk ÞJ2 r JTxk J2 ¼ xTk T T Txk ,
filtering error system (19) under the condition of Theorem
1. Consider the filtering error system (19) with uðkÞ ¼ 0, T
select the stochastic Lyapunov functional candidate as f e ðk,ek Þf e ðk,ek Þ ¼ Jf e ðk,ek ÞJ2 r JTek J2 ¼ eTk T T Tek :

VðkÞ ¼ eT ðkÞPeðkÞ ð23Þ Hence, it is shown that

T T
with f ðk,xk Þf ðk,xk ÞxTk T T Txk ¼ xk C1 xk r 0 ð30Þ
" #
P1 0 T
P¼ 40: with C1 ¼ diagfT T,022 ,In ,0g. Similarly, we have
0 P2
T T
f e ðk,ek Þf e ðk,ek ÞeTk T T Tek ¼ xk C2 xk r 0 ð31Þ
T T
For simplicity, we denote F k :¼ ½f ðk,xk Þ, f e ðk,ex ÞT , and
with C2 ¼ diagf0,T T T,022 ,In g. Recall Lemma 2, it is
A~ 1 9A 1 DA 1 ðkÞ, A~ 2 9A 2 DA 2 ðkÞ, derived that DVðkÞ ¼ xk Pxk o 0 with the constraints
(30)–(31) hold if there exist matrices P 40, and scalars
B~ 1 9B 1 DB 1 ðkÞ, B~ 2 9B 2 þ DB 2 ðkÞ, g 1 40, g 2 4 0, e 4 0 such that
~ 1 9H 1 þ DH 1 ðkÞ,
H ~ 2 9H 2 þ DH 2 ðkÞ:
H ~ ¼ Pg C1 g C2 o 0:
P ð32Þ
1 2

It follows from (19) that ~ o 0, one can obtain that DVðkÞ o 0.

It is obvious that if P
DVðkÞ ¼ EfVðeðk þ 1Þ,k þ 1Þ9xk ,ek gVðeðkÞ,kÞ Therefore, it follows from Kolmanovskii [9] that the
filtering error system (19) with u ¼ 0 is stochastically
¼ ½A~ 1 ek H
~ 1 f ðy Þ þF k T P½A~ 1 ek H
s k
~ 1 f ðy Þ þF k 
s k stable. On the other hand, by means of Schur’s comple-
T ment, P ~ o 0 is equivalent to the following matrix condi-
þ eTk E PEek eTk Pek þ Efðak a Þ2 g½A~ 2 ek H
~ 2 f ðy ÞT P
s k
tion:
½A~ 2 ek H
~ 2 f ðy Þ:
s k ð24Þ 2 T T T T T
3
P þ L LT T C KT 0 A 1 þ DA 1 A 2 DA 2
2 2 6 7
Notice that Efðak a Þ g ¼ a 1, and thus we have 6 T T 7
6 n 2Ip 0 ðH 1 þ DH 1 Þ H 2 þ DH 2 7
6 7
DVðkÞ ¼ ½A~ 1 ek H~ 1 fs ðyk Þ þ F k T P½A~ 1 ek H~ 1 fs ðyk Þ þ F k  6
6 n n g I2n In 0 7 o 0:
7
6 1 7
T 2 ~ ~ T 6 P 0 7
þ eTk E P Eek eTk Pek þ a1 ½A 2 ek H 2 fs ðyk Þ
4 n n n 5
2 1
n n n n a1 P
P½A~ 2 ek H
~ 2 f ðy Þ:
s k ð25Þ
ð33Þ
For the saturation function fs ðyk Þ, from (6) we have that
T T
Notice that the condition (22) can imply (33). That means,
2fs ðyk Þfs ðyk Þ þ2fs ðyk ÞKyk 40, ð26Þ if there exist positive and definite matrices P and scalars
which implies that g 1 40, g 2 40, such that matrix condition (22) holds, then
T T
system (19) is stochastically stable.
2fs ðyk Þfs ðyk Þ þ2fs ðyk ÞKC eðkÞ 4 0 ð27Þ (ii) Next, the objective should be devoted to prove that
with C being defined as in (22). the filtering error system (19) satisfies
In the light of (27) and (24), one can obtain Jez ðkÞJE2 o gJuðkÞJE2 ð34Þ
DVðkÞ ¼ ½A~ 1 ek H~ 1 fs ðyk Þ þ F k T P½A~ 1 ek H~ 1 fs ðyk Þ þ F k  for all nonzero uðkÞ 2 LE2 ð½0,1Þ; R Þ. m

þ ðEek ÞT P Eek eTk Pek þ a21 ½A~ 2 ek H

~ 2 f ðy ÞT
s k In fact, under zero initial conditions, it is shown that
( )
~ 2 f ðy Þ2fT ðy Þf ðy Þ þ eT ðkÞC T K T f ðy Þ
P½A~ 2 ek H X
N
s k s k s k s k
T T
EfVðeðkÞ,NÞg ¼ E DVðkÞ ð35Þ
þ fs ðyk ÞKC eðkÞ r x ðkÞPxðkÞ, ð28Þ k¼1
1392 W. Yang et al. / Signal Processing 92 (2012) 1387–1396

holds for any integer N. We define the following perfor- that the following LMI holds:
mance index function: 2 3
P11 P12 063
( )
X
N 6 n P22 P23 7
T 2 T 4 5 o0 ð40Þ
JðNÞ ¼ E ½ez ðkÞez ðkÞg u ðkÞuðkÞ ð36Þ
k¼1
n n P33

It follows from (36) that with

( ) 2 3
XN
T 2 T G~ 11 0 0 CT KT 0 0
JðNÞ ¼ E ½ez ðkÞez ðkÞg u ðkÞuðkÞ þ DVðkÞ EfVðeðkÞ,NÞg 6 7
6 n G~ 22 0 0 0 0 7
k¼1 6 7
6 n n G~ 33 0 0 0 7
(
X
N
) P11 ¼ 6
6
7
7,
6 n n n G~ 44 0 0 7
rE zT ðkÞX1 zðkÞ , ð37Þ 6
6
7
7
k¼1 4 n n n n g 1 In 0 5
n n n n n g 2 In
where
2 3
AT X G~ 16 0 G~ 18 ET X ET Y
zðkÞ9½eT ðkÞ, uT ðkÞ, fTs ðyk Þ, F k T ð38Þ 6 7
6 0 WT 0 0 0 0 7
6 7
and 6 0 G~ 36 0 T
D U T T
G X T 7
G Y7
" #T " # P12 ¼ 6
6 7,
A 1  DA 1 B 1  DB 1 ðH 1 þ DH 1 Þ In P 0
6
6 0 a UT 0 0 UT 0 7
7
X1 9 6 In 0 0 0 0 0 7
A 2  DA 2 B 2 þ DB 2 H 2 þ DH 2 0 0 a21 P 4 5
0 In 0 0 0 0
" #
A 1 DA 1 B 1 DB 1 ðH 1 þ DH 1 Þ In
 2 3
A 2 DA 2 B 2 þ DB 2 H 2 þ DH 2 0 0 0 0
6G~ G~ 8;14 G~ 8;15 7
2 3 6 8;13 7
T T T 6 7
P þL L 0 C K 0 6 0 0 0 7
6
6
7 P23 ¼ 6
6 U
7,
7
0 g2 Im 0 07 6 U U 7
þ6
6
7:
7 ð39Þ 6 7
4 KC 0 2Ip 0 5 4 0 0 0 5
0 0 0 0 0 0 0

In the light of Lemma 2, it can be shown that X1 o 0 if and

only if the following condition holds: P22 ¼ diagfX,Y,a 21 X,a 21 Y,X,Yg,
~ 1 g C
X2 9X1 g 1 C ~ 2 o0, P33 ¼ diagfe1 I,e2 I,e2 I,g,
2

where the scalars g 1 4 0, g 2 40 are defined as in (22), and L ¼ diagfd1 , . . . , dp g,

~ 1 ¼ diagfT T T,033 ,In ,0g,
C ~ 2 ¼ diagf0,T T T,033 ,In g:
C
T T T
G~ 11 ¼ P þL L þ T T þ e1 L2 C K T1 K 1 C ,
In fact, the condition X2 o0 can be written as the form of
(22). Therefore, it is shown that X2 o0 yields X o 0. On
the other hand, notice that from (37) it can be shown that G~ 16 ¼ AT YW T a C T K T1 U T ,
P
if X1 o0 holds, then JðNÞ o0, which yields Ef N T
k ¼ 1 ez ðkÞez
P N G~ 18 ¼ C T K T1 U T ,
ðkÞg r g Ef k ¼ 1 u ðkÞuðkÞg. Letting N-1, it implies that
2 T
P P1
Ef 1 k ¼ 1 ez ðkÞez ðkÞg r g Ef
T 2 T
k ¼ 1 u ðkÞuðkÞg, which means
(34) hold for any nonzero uðkÞ 2 LE2 ð½0,1Þ; Rm Þ. As a result, G~ 22 ¼ Y þ LT L,
we have proved that if the condition (22) holds, then
Jez ðkÞJE2 o gJuðkÞJE2 . This completes the proof. & G~ 33 ¼ g2 Im þ e2 DT L2 D,

4. H1 filter design G~ 36 ¼ BT Ya DT U T ,

In this section, the attention should be paid on the

G~ 44 ¼ 2Ip þ e3 L2 ,
filter design problem for the discrete-time stochastic
system (1) based on Theorem 1. The following theorem
provides the sufficient LMI condition for the existence of G~ 8;13 ¼ G~ 8;14 ¼ G~ 8;15 ¼ a U,
the proposed robust filter (17).
then the H1 filtering problem is solved by the filter (17).
Theorem 2. Consider the discrete-time stochastic system Furthermore, the filter gains are given by
(1), for a given disturbance level g 4 0, if there exist positive
and definite matrices X, Y 2 Rnn , and matrices W 2 Rnn
and U 2 Rnm , and positive scalars g 1 , g 2 , e1 , e2 , and e3 such A^ ¼ Y 1 W, B^ ¼ Y 1 U: ð41Þ
 W. Yang et al. / Signal Processing 92 (2012) 1387–1396 1393

Proof. The matrix condition (22) in Theorem 1 can be 2 3

  0:12 0:11 0:38
rewritten as 0:1 6
2 3 D¼ , E ¼ 4 0:11 0:64 0:18 7
5,
T T T T T 0:47
P þ L L þT T 0 C KT 0 A1 A2 0:31 0:63 0:6
6 7 2 3
6 T T 7
6 n g2 Im 0 0 B1 B2 7 0:13
6 7 6 7
6 T T 7 G ¼ 4 0:11 5,
6 n n 2Ip 0 H 1 H2 7
6 7
6 n n n g I2n In 0 7 0:051
6 7
6 1 7 2 3
6 P 0 7
4 n n n n 5   0:03 sinðx1 Þ
n n n n n 2 1
a1 P 0:1 0:09 0:1 6 0:01 sinðx Þ 7
L¼ , f ðk,xk Þ ¼ 4 2 5,
0:05 0:05 0:05
0:02 sinðx3 Þ
þM 1 Lk N1 þ NT1 Lk M T1 þ M2 Lk N 2 þN T2 Lk MT2 2 3
0:03 0 0
M 1 Lk N3 NT3 Lk M T1 o0, ð42Þ 6 7
T ¼4 0 0:01 0 5:
where 0 0 0:02
T T
M 1 ¼ ½0, 0 0, 0, a H 2 , H 2 T ,
For the logarithmic quantizer (10), the quantizer
N1 ¼ ½K 1 C , 0, 0, 0, 0, 0, densities are chosen as r1 ¼ 0:6667, r2 ¼ 0:7391. The
T T initial quantizer points are chosen as ‘1ð0Þ ¼ 40, ‘2ð0Þ ¼ 40.
M 2 ¼ ½0, 0, 0, 0, a H 2 , H 2 T ,
It can be calculated that d1 ¼ 0:2, d2 ¼ 0:15. The packet
N2 ¼ ½0, D, 0, 0, 0, 0,
losses parameters are selected as a ¼ 0:6, and
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
N3 ¼ ½0, 0, I, 0, 0, 0: a1 ¼ a ð1a Þ ¼ 0:4899. The saturation parameter
matrices are selected as follows:
In the light of Lemma 3, it is shown that if there exist    
e1 4 0, e2 4 0, e3 4 0, such that the following condition 0:6 0 0:8 0
K1 ¼ , K2 ¼ :
(43) 0 0:7 0 0:8

2 T T T T T T
3
P þL L þT T þ e1 L2 C K T1 K 1 C 0 C KT 0 A1 A2 0 0 0
6 7
6 T T 7
6 n g2 Im þ eT2 DT L2 D 0 0 B1 B2 0 0 0 7
6 7
6 T T 7
6
6 n n 2Ip þ e3 L2 0 H 1 H2 0 0 0 7 7
6 g I2n In 0 0 0 0 7
6 n n n 7
6 7
6 P
1
0 a H 2 a H 2 a H 2 7 o0
6 n n n n 7
6 7
6 n n n n n a21 P
1
H 2 H 2 H 2 7
6 7
6 7
6 n n n n n n e1 Im 0 0 7
6 7
6 e2 Im 0 7
4 n n n n n n n 5
n n n n n n n n e3 Im
ð43Þ

^ U ¼ Y B^ in (43),
holds, then it implies (42). Letting W ¼ Y A, Without loss of generality, we assume that the noises uðkÞ
2
one can obtain the expression (40). That means, if there in system (1) is uðkÞ ¼ 1=ð0:1 þk Þ, and it can be checked that
exist scalars e1 40, e2 40, e3 40 such that the LMI uðkÞ satisfies the constraint (3). Solving the LMI condition
condition (40) holds, then the error system (19) is (40), one can obtain the following solutions e1 ¼ 8:4451,
stochastic stable, and the H1 performance (34) is guar- e2 ¼ 7:9340, e3 ¼ 8:2520, g 1 ¼ 7:3137, g 2 ¼ 9:1554:
anteed. This completes the proof. & 2 3
4:1858 4:1455 2:9165
6 7
X ¼ 4 4:1455 12:8221 3:2921 5,
5. Simulation example 2:9165 3:2921 9:4906
2 3
We consider the system (1) with the following data: 4:9657 1:9158 2:0906
6 0:3282 7
2 3 2 3 Y ¼ 4 1:9158 2:3702 5,
0:3 0 0:01 0:202 2:0906 0:3282 2:7762
6 0:02 7 6 7
A ¼ 4 0:59 0:24 5, B ¼ 4 0:383 5,
0:1 0:06 0:68 0:139 2 3
1:6658 0:4926 1:0297
  6 7
0:2 0:1 0:2 W ¼ 4 1:2229 0:0355 0:5980 5,
C¼ ,
0:5 0:2 0:21 0:6091 0:1327 1:6726
1394 W. Yang et al. / Signal Processing 92 (2012) 1387–1396

1.5 2

1.5
1

1
0.5

0.5

0
0

−0.5
−0.5

−1 −1
0 5 10 15 0 5 10 15
No. of samples, k No. of samples, k

Fig. 2. x1 ðkÞ and its estimation. Fig. 5. Packet losses variable.

1 0.1

0.8 0.08

0.6 0.06

0.4 0.04

0.2 0.02

0 0

−0.2 −0.02

−0.04
−0.4 0 5 10 15
0 5 10 15
No. of samples, k
No. of samples, k
Fig. 6. Measurement and quantized measurement.
Fig. 3. x2 ðkÞ and its estimation.

1.5 1.4

1.2
1
1

0.8
0.5

0.6

0
0.4

0.2
−0.5
0

−1 −0.2
0 5 10 15 0 5 10 15
No. of samples, k No. of samples, k

Fig. 4. x3 ðkÞ and its estimation. Fig. 7. Measurement and quantized measurement.
 W. Yang et al. / Signal Processing 92 (2012) 1387–1396 1395

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