Author’s Accepted Manuscript

H∞ filtering for T-S fuzzy networked systems with

stochastic multiple delays and sensor faults

Xiaoli Xu, Huaicheng Yan, Hao Zhang, Fuwen

Yang

www.elsevier.com/locate/neucom

PII: S0925-2312(16)30394-0
DOI: http://dx.doi.org/10.1016/j.neucom.2016.05.042
Reference: NEUCOM17059
To appear in: Neurocomputing
Received date: 18 December 2015
Revised date: 29 April 2016
Accepted date: 13 May 2016
Cite this article as: Xiaoli Xu, Huaicheng Yan, Hao Zhang and Fuwen Yang, H∞
filtering for T-S fuzzy networked systems with stochastic multiple delays and
sensor faults, Neurocomputing, http://dx.doi.org/10.1016/j.neucom.2016.05.042
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 H ∞ filtering for T-S fuzzy networked systems with
stochastic multiple delays and sensor faults

Xiaoli Xu1 , Huaicheng Yan1,∗ , Hao Zhang2 , Fuwen Yang3

1. Key Laboratory of Advanced Control and Optimization for Chemical Process of Ministry
of Education; School of information Science and Engineering, East China University of
Science and Technology, Shanghai 200237, China
2. Department of Control Science and Engineering, Tongji University, Shanghai, 200092,
China
3. School of Engineering, Griffith University, Gold Coast, QLD 4222, Australia
E-mail: hcyan@ecust.edu.cn; fuwen.yang@griffith.edu.au

Abstract

This paper deals with the problem of H∞ filter design for a class of nonlinear net-
worked systems based on T-S fuzzy model with multiple stochastic time-varying
delays, and sensor faults and packet dropouts are considered simultaneously. A
sequence of stochastic and independent variables, which obey the Bernoulli dis-
tribution, are introduced to depict stochastic time-varying delays. The possible
of sensor failure can be described by unrelated random variables taking val-
ues on a interval, and the packet dropouts are described as a set of Bernoulli
distributed white noises. The approach of piecewise quadratic Lyapunov func-
tion is applied to reduce the conservatism. The filter parameters are obtained
by solving a set of linear matrix inequalities. Finally, a simulation example is
provided to illustrate the effectiveness of the proposed filter design approach.
Keywords: H ∞ filtering, multiple time-varying delays, sensor faults, packet
dropouts, piecewise quadratic Lyapunov function

1. INTRODUCTION

It is generally known that the issue of state/signal estimation has been dis-
cussed in the areas of control and signal processing. One of the most famous

Preprint submitted to Neurocomputing May 18, 2016

methods is Kalman filtering, which was put forward in [1]. However, it is very
difficult to know the knowledge of noises as a prior, which is required in Kalman
filtering in some practical systems. In order to solve this problem, H ∞ filtering
approach was introduced. One of the advantage of using H ∞ filter over Kalman
filter is that no distribution characteristic on the noise is needed. Besides, H∞
filtering provides stronger robustness over Kalman filtering. Owing to those ad-
vantages, much attention has been paid to the H ∞ filtering, and various results
on this topic have been reported in literature (see, e.g., [2–9, 24, 30, 34] and
references there in).
During the past few years, fuzzy systems based on Takagi-Sugeno (T-S)
model have been well investigated in [2, 3, 6, 8–10, 12, 14–20, 26–30, 33]. The
T-S fuzzy model is made up of a set of local linear models which are smoothly
connected by nonlinear fuzzy membership functions. It has been proved that
the approach is an efficient one to approximate complex nonlinear systems with
arbitrary precision [10]. Recently, some results on the design of filters for T-S
fuzzy systems with the approaches based on common quadratic Lyapunov func-
tions have been reported, see, e.g., [11, 13]. However, it has been known that
the methods tend to be conservative, and even more, a common quadratic Lya-
punov function might not exist especially for highly nonlinear complex systems.
In [15], a convex piecewise affine controller design method is proposed based on
a new dilated LMI characterization, where the system matrix is separated from
Lyapunov matrix such that the controller parametrization is independent of the
Lyapunov matrix. In [16], delay-dependent H∞ controller has been designed
for T-S fuzzy systems based on a switching fuzzy model, and H∞ performance
is guaranteed by adopting an approach of piecewise Lyapunov function. To re-
duce the conservatism, stability analysis of fuzzy systems based on the piecewise
quadratic Lyapunov functions has been considered in [6, 15]. Similar work can
be found in [17, 19], and references therein.
It is well known that one of the most important issues that lead to the
systems performance deterioration is time-delay. So far, the stability and filter
design problems for networked systems or T-S fuzzy systems with network-

2
induced delays have been investigated by many researchers [11, 13, 19–24, 26,
27, 31–34, 36]. In [19], H∞ controller for discrete-time T-S fuzzy systems with
time-varying state delays has been investigated. A fuzzy controller has been
designed for nonlinear impulsive fuzzy systems with time-delay in [20]. Since
network delays are usually time-varying and stochastic, recently, the delays
have been modeled in various probabilistic ways [21–23]. On the other hand,
packet dropouts have attracted much attention because it may result in the bad
performance, and even instability of the system[23–25]. Robust H∞ filtering
for a class of nonlinear networked systems with randomly occurring distributed
delays, missing measurements and sensor saturation has been discussed in [23],
where the occurrence probability of the packet dropout phenomenon obeys an
individual and certain probabilistic distribution taking values on 0 and 1. In [24],
Dong et al. consider robust H∞ fuzzy output feedback control with multiple
probabilistic delays and multiple packet dropouts, where the packet dropout
phenomenon occurs randomly.
Besides, sensor faults always occur in the practical control systems, which
may affect the performance of systems. Therefore, there is a practical interest
to consider the sensor faults. Up to now, a great deal of literatures have been
reported on the sensor faults [34–39]. In [37], the control problem of a class
of T-S fuzzy systems with stochastic sensor faults has been studied. The fault
statistics of each sensor is individually quantified and stochastic sensor faults
and non-ideal network quality of services are coupled in a unified framework.
To the best of the authors’ knowledge, the problem of networked H ∞ filtering
for T-S fuzzy systems with stochastic sensor faults, packet dropouts and multi-
ple stochastic time-varying delays being considered simultaneously has not been
fully investigated, which motivates us to study on this problem. The main con-
tributions of this paper can be concluded as follows: (i) Networked H ∞ filtering
with multiple stochastic time-varying communication delays, stochastic sensor
faults and packet dropout phenomena are simultaneously considered in the T-S
fuzzy systems framework; (ii) An approach of piecewise quadratic Lyapunov
functional is adopted to reduce the conservatism of the results.

3
 By concluding above discussion, in this paper, our aim is to provide the T-S
fuzzy-model-based piecewise H ∞ filter design for networked control systems,
which include multiple stochastic time-varying communication delays, sensor
faults and successive data missing phenomenon. Both the sensor faults and
packet dropouts in the measurement equation are considered. Moreover, packet
dropouts are described by a Bernoulli random process.
The rest of the paper is organized as follows. System descriptions and prob-
lem formulations are presented in section 2. In section 3, fuzzy filter is de-
signed with piecewise quadratic Lyapunov function. A simulation is conducted
to demonstrate that the performance of the system can be guaranteed with the
proposed approaches in section 4 and the conclusion is provided in section 5.
Notations. The notations though out the paper are fairly standard. The
superscript “T ” stands for matrix transpose; Rn denotes the n-dimensional Eu-
clidean space; Rm×n is the set of all real m×n matrices; and I n represents n×n
identity matrix; and 0m×n represents m × n zero matrix, respectively. P > 0
means that P is a real symmetric and positive definite. We use an asterisk (∗)
to represent a term that is induced by symmetry in symmetric matrices, and
diag{· · · } stands for a block-diagonal matrix, respectively. E{x} and E{x|y}
stand for the expectation of x and the expectation of x conditional on y, and
λmax (A) and λmin (A) denote the largest and smallest eigenvalue of the square
matrix A, respectively. L2 [0, ∞) denotes the space of square-integrable vector
functions over [0, ∞).

2. SYSTEM DESCRIPTIONS AND PROBLEM FORMULATIONS

In this section, we use a T-S fuzzy model to represent the nonlinear physical
plant. The measured information received from the plant is transmitted via
the shared communication channel, where the sensor faults and the randomly
occurring data missing phenomena happen. In what follows, physical plant will
be modeled.

4
A. T-S Fuzzy Model of Nonlinear Physical Plant

Consider a discrete T-S fuzzy model with r fuzzy rules, and the i − th fuzzy
rule is as follows Ri : IF ξ1 (k) is W i1 , and · · · , ξ g (k) is W ig THEN
⎧
⎪ q
⎪
⎪ x(k + 1) = Ai x(k) + Adi αm (k)x(k − τm (k)) + Bi w(k)
⎪
⎪
⎨ m=1

y(k) = Ci x(k) (1)

⎪
⎪
⎪
⎪
⎪
⎩z(k) = L x(k)
i


where Ri (i ∈  = 1, 2, · · · , r) denotes the i−th fuzzy inference rule, r is the
number of fuzzy implications. ξ(k) = (ξ1 (k), (ξ2 (k), . . . , (ξg (k)) ∈ Rg is the
premise variable vector and assumed to be measurable. Wij (j = 1, 2, · · · , g)
are the fuzzy set, x(k) ∈ Rn is the state vector, y(k) ∈ Rm is the system
measurement output, and z(k) ∈ Rp is the signal to be estimated, w(k) ∈ Rq
is the external disturbance input vector belonging to L2 [0, ∞), and τ m (k)(m =
1, 2, · · · , q) are randomly time-varying communication delays. (Ai , Adi , B i , C i ,
Li ) stands for the ith local model of the fuzzy system.
The stochastic variables αm (k)(m = 1, 2, · · · , q) in (1) are Bernoulli dis-
tributed white noise sequences and satisfy

P rob{αm (k) = 1} = ᾱm and P rob{αm (k) = 0} = 1 − ᾱm

Assumption 1. The communication delays τm (k)(m = 1, 2, · · · , q) are time-

varying and satisfy τ1 ≤ τm (k) ≤ τ2 , where τ1 and τ2 are constant positive
scalars representing the lower and upper bounds on the communication delays,
respectively.
By using a sigleton fuzzifier, product fuzzy inference, and center-average
defuzzifier, the T-S fuzzy system (1) can be described as follows
⎧
⎪ r q
⎪
⎪ x(k + 1) = hi (ξ(k))[Ai x(k) + Adi αm (k)x(k − τm (k)) + Bi w(k)]
⎪
⎪
⎪
⎨ i=1 m=1
r
y(k) = hi (ξ(k))Ci x(k)
⎪
⎪
⎪
⎪
i=1
⎪
⎪ r
⎩z(k) = hi (ξ(k))Li x(k)
i=1
(2)

5
where

g
Wij (ξ(k))
j=1
hi (ξ(k)) = (3)

r  g
W (ξ(k))
i=1 j=1

Therefore, for all k, hi (ξ(k)) satisfies


r
hi (ξ(k)) ≥ 0, hi (ξ(k)) = 1 (4)
i=1

In what follows, for simple to write, we rewrite the equation (2) as

⎧
⎪ q
⎪
⎪ x(k + 1) = A(h)x(k) + A (h) αm (k)x(k − τm (k)) + B(h)w(k)
⎪
⎪
d
⎨ m=1

y(k) = C(h)x(k) (5)

⎪
⎪
⎪
⎪
⎪
⎩z(k) = L(h)x(k)

where ⎡ ⎤ ⎡ ⎤
A(h) Ad (h) B(h) Ai Adi Bi
⎢ ⎥  r ⎢ ⎥
⎢ ⎥ ⎢ ⎥
⎢C(h) 0 0 ⎥ = h i ⎢C 0 0⎥
⎣ ⎦ i=1 ⎣ i ⎦
L(h) 0 0 Li 0 0
In order to design the filter based on piecewise Lyapunov functions, we
partition the premise variable space Ω ⊆ Rð into n̄ polyhedral regions by the
boundaries as in [15]

∂Ωσθ = {ξ(k)|hσ (ξ(k)) = 1, 0 ≤ hσ (ξ(k + )) < 1, σ ∈ }

0 < || 1 (6)

where θ is the set of the face indices of the polyhedral hull satisfying ∂Ωσ =
 θ
θ (∂Ωσ ).

According to the definition of the boundaries, n̄ polyhedral regions Ωs , s ∈

Υ = {1, 2, · · · , n̄} can be obtained satisfying

Ωs Ωl = ∂Ωσθ l=s l, s ∈ Υ σ∈ (7)

where Υ denotes the set of polyhedral region indices.

We define the set

φ(s) = {i|hi (ξ(k)) > 0, ξ(k) ∈ Ωs , i ∈ , s ∈ Υ} (8)

6
 By partitioning the variable space Ω, in each region Ωs , we have

hi (ξ(k)) = 1
i∈φ(s)

The fuzzy system rewritten in each region Ωs is described in the following

⎧
⎪ q
⎪
⎪ x(k + 1) = A (h)x(k) + A (h) αm (k)x(k − τm (k)) + Bs (h)w(k)
⎪
⎪
s ds
⎨ m=1

y(k) = Cs (h)x(k) (9)

⎪
⎪
⎪
⎪
⎪
⎩z(k) = L (h)x(k)
s

where ⎡ ⎤ ⎡ ⎤
As (h) Ads (h) Bs (h) Ai Adi Bi
⎢ ⎥  ⎢ ⎥
⎢ ⎥ ⎢ ⎥
⎢ Cs (h) 0 0 ⎥= hi ⎢ C i 0 0 ⎥
⎣ ⎦ ⎣ ⎦
i∈φ(s)
Ls (h) 0 0 Li 0 0

B. Sensor Faults

In practical systems, the phenomenon of sensor faults always occurs. The

output of measurement with the possible of sensor failure can be described as
follows

m
ȳ(k) = Λy(k) = Λl El y(k) (10)
l=1

where Λ = diag{Λ1 , Λ2 , · · · , Λm } with Λi (i = 1, 2, · · · , m) being m unrelated

random variables taking values on the interval [0, θ], θ ≥ 1, and El = diag{0, · · · , 0, 1, 0, · · · , 0}.
The mathematical expectation and variance of Λi are Λ̄i and δi2 , respectively.
When Λi ∈ {0, 1}, it represents that the sensor i has completely failed or not.
Λi = 1 means the sensor i works normally, and Λi = 0 means the sensor i fails.
Besides, 0 < Λi < 1 and Λi > 1 means that the data distortion happens.

m
Define Λ̄ = diag{Λ̄1 , Λ̄2 , · · · , Λ̄m }, we can easily obtain Λ̄ = Λ̄l El . There-
l=1
fore, we have ⎧
⎪
⎪
⎨E{Λ − Λ̄} = 0

m (11)
⎪
⎪ δl2 ElT ΩEl
⎩E{(Λ − Λ̄) Ω(Λ − Λ̄)} =
T
l=1

where Ω > 0 represents a matrix with appropriate dimension.

7
C. Communication Channel with Packet Dropouts

In this paper, we consider the packet dropouts in the communication channel.

The output with packet dropouts from the sensor can be described as

ỹ(k) = β(k)ȳ(k) + (1 − β(k))ỹ(k − 1) + Dv(k) (12)

where v(k) ∈ Rs is the measurement noise, and ỹ(k) is the measurement output
obtained from the plant with packet dropouts via sensor. β(k) is white noise
sequences obeying random binary distribution with
⎧
⎪
⎨P rob{β(k) = 1} = β̄
⎪
⎩P rob{β(k) = 0} = 1 − β̄

where β̄ is known positive scalar.

D. Filtering-Error System

Now, we consider the piecewise filter as follows

⎧
⎪
⎨xf (k + 1) = Af s xf (k) + Bf s ỹ(k)
(13)
⎪
⎩zf (k) = Lf s xf (k)

where xf (k) ∈ Rn is the the filter state variable, zf (k) ∈ Rp is an estimation

for z(k), and Af s , Bf s and Lf s are the filter parameters to be determined.
Define η(k) = [xT (k) xTf (k) ỹ(k − 1)]T and e(k) = z(k) − zf (k). By
combining (9)-(13), then the filtering error systems can be obtained as follows
⎧
⎪
⎪ = Ās (h)η(k) + (β̄ − β(k))B̄1s e3 η(k) + (β(k) − β̄)B̄1s (Λ − Λ̄)C̄s (h)η(k)
⎪
⎪ η(k + 1)
⎪
⎪
⎪
⎪
⎪
⎪ +β̄ B̄1s (Λ − Λ̄)C̄s (h)η(k) + (β(k) − β̄))B̄1s Λ̄C̄s (h)η(k)
⎪
⎪
⎨ q  
+β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h) + Ãdsm (h) η(k − τm (k))
⎪
⎪
⎪
⎪
m=1
⎪
⎪
⎪
⎪ +B̄s (h)w̄(k)
⎪
⎪
⎪
⎪
⎩e(k) = L̄s (h)η(k)
(14)

8
where
⎡ ⎤ ⎡ ⎤
As (h) 0 0 α̃m (k)Ads (h) 0 0
⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥
Ās (h) = ⎢ 0 Af s (1 − β̄)Bf s ⎥ , Ãdsm = ⎢ 0 0 0⎥
⎣ ⎦ ⎣ ⎦
0 0 1 − β̄ 0 0 0

⎡ ⎤ ⎡ ⎤
ᾱm Ads (h) 0 0 B (h) 0
⎢ ⎥ ⎢ s ⎥
⎢ ⎥ ⎢ ⎥
Ādsm = ⎢ 0 0 0⎥ , B̄s (h) = ⎢ 0 Bf s D ⎥
⎣ ⎦ ⎣ ⎦
0 0 0 0 D

⎡ ⎤
0 ⎡ ⎤
⎢ ⎥
⎢ ⎥ w(k)
B̄1s = ⎢Bf s ⎥ , w̄(k) = ⎣ ⎦ , e3 = [ 0 0 I ]
⎣ ⎦ v(k)
I

   
C̄s (h) = Cs (h) 0 0 , L̄s (h) = Ls (h) −Lf s 0

and α̃m (k) = αm (k) − ᾱm . It is easy to obtain that E {α̃m (k)} = 0 and
E {α̃m (k)α̃m (k)} = ᾱm (1 − ᾱm ), where m = 1, 2, · · · , q.
Definition 2.2. The filtering error system in (14) is said to be stochastically

 ∞≡ 0 for any initial

stable in the mean square when w(k)  condition η(0) if there
 2
exists a finite M > 0 such that E |η(k)| |η(0) < η (0)M η(0).
T
k=0
With definition 2.2, we aim to design a filter in the form of (13) such that
the following two conditions are satisfied simultaneously:
(i) (mean-square stochastic stability) the filtering-error system (14) is stochas-
tically stable.
(ii) (H∞ performance) under the zero-initial condition, for the disturbance
attenuation level γ > 0 and all non-zero w̄(k), the filtering-error system satisfies

∞   
∞  
E ||e(k)||2 ≤ γ 2 E ||w̄(k)||2
k=0 k=0

9
3. MAIN RESULTS

In this section, the problems of H∞ performance and filter design for the
filtering-error system (14) will be investigated.
Theorem 1. Consider the system in (1), and assume the filter parameters
Af i , Bf i , Lf i in (14) and H∞ attenuation level γ > 0 are given. The filtering-
error system in (14) is stochastically stable in the mean square if there exist
matrices PsT = Ps > 0(s ∈ Υ) satisfying the following linear matrix inequality
(LMI) ⎡ ⎤
Γ11 + L̄si ∗ ∗
⎢ ⎥
⎢ ⎥
Γ=⎢ Γ21 Γ22 ∗ ⎥<0 (15)
⎣ ⎦
Γ31 Γ32 B̄iT Pl B̄i − γ 2 I
where
Ξ1 = (Āsi + β̄ B̄1s Λ̄C̄i )T Pl (Āsi + β̄ B̄1s Λ̄C̄i ), Ξ2 = 2μ21 C̄iT Λ̄T B̄1s T
Pl B̄1s Λ̄C̄i

m
Ξ3 = 2μ21 eT3 B̄1s
T
Pl B̄1s e3 , Ξ4 = (μ21 + β̄ 2 ) δi2 C̄iT ElT B̄1s
T
Pl B̄1s El C̄i
l=1

q
Γ11 = Ξ1 + Ξ2 + Ξ3 + Ξ4 − Ps + (τ2 − τ1 + 1)Qm
m=1
Γ21 = ẐiT Pl (Āsi + β̄ B̄1s Λ̄C̄i ), Ãm = ᾱm (1 − ᾱm )ÂTdi Pl Âdi
 
Γ22 = diag −Q1 + Ã1 , −Q2 + Ã2 , · · · , −Qq + Ãq + ẐiT Pl Ẑi
Γ31 = B̄iT Pl (Āsi + β̄ B̄1s Λ̄C̄i ), Γ32 = B̄iT Pl Ẑi
 
Ẑi = Ādi1 Ādi2 · · · Ādiq , μ21 = β̄(1 − β̄)
Proof. Considering the system (14), we choose following Lyapunov function

V (η(k)) = V1 (η(k)) + V2 (η(k)) + V3 (η(k))

where
V1 (η(k)) = η T (k)Ps η(k), s ∈ Υ

q 
k−1
V2 (η(k)) = η T (i)Qm η(i)
m=1 i=k−τm (k)


q −τ1
 
k−1
V3 (η(k)) = η T (i)Qm η(i)
m=1 n=−τ2 +1 i=k+n

Define

V (η(k)) = E {V (η(k + 1)) − V (η(k))}

10
 When w̄(k) = 0, by taking mathematic expectation and difference along the
trajectory of system (14), we have
 
V1 (η(k)) = E η T (k + 1)Pl η(k + 1) − η T (k)Ps η(k)

= E{[Ās (h)η(k) + (β̄ − β(k))B̄1s e3 η(k) + (β(k) − β̄)B̄1s (Λ − Λ̄)C̄s (h)η(k)

+β̄ B̄1s (Λ − Λ̄)C̄s (h)η(k) + (β(k) − β̄)B̄1s Λ̄C̄s (h)η(k) + β̄ B̄1s Λ̄C̄s (h)η(k)
 q  
+ Ādsm (h) + Ãdsm (h) η(k − τm (k))]T Pl [Ās (h)η(k)
m=1
+(β̄ − β(k))B̄1s e3 η(k) + (β(k) − β̄)B̄1s (Λ − Λ̄)C̄s (h)η(k)

+β̄ B̄1s (Λ − Λ̄)C̄s (h)η(k) + (β(k) − β̄)B̄1s Λ̄C̄s (h)η(k)

q  
+β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h) + Ãdsm (h) η(k − τm (k))]
m=1
−η T (k)Ps η(k)} (16)

Consider
⎧⎡ ⎤T ⎡ ⎤⎫
⎪
⎪ α̃m (k)Ads (h) 0 0 ⎪ ⎪
  ⎪
⎨⎢ m
α̃ (k)Ads (h) 0 0
⎥ ⎢ ⎥⎪⎬
⎢ ⎥ ⎢ ⎥
E ÃTdsm (h)Pl Ãdsm (h) = E ⎢ 0 0 0⎥ P l ⎢ 0 0 0 ⎥
⎪
⎪ ⎣ ⎦ ⎣ ⎦⎪⎪
⎪
⎩ ⎪
0 0 0 0 0 0 ⎭
⎧ ⎡ ⎤T ⎡ ⎤⎫
⎪
⎪ Ads (h) 0 0 ⎪ ⎪
⎪
⎨
A (h) 0
⎢ ds
0
⎥ ⎢ ⎥⎪⎬
2 ⎢ ⎥ ⎢ ⎥
= E α̃m (k) ⎢ 0 0 0 ⎥ P l ⎢ 0 0 0 ⎥
⎪
⎪ ⎣ ⎦ ⎣ ⎦⎪⎪
⎪
⎩ ⎪
0 0 0 0 0 0 ⎭
= ᾱm (1 − ᾱm )ÂTds (h)Pl Âds (h) (17)

with ⎡ ⎤
Ads (h) 0 0
⎢ ⎥
⎢ ⎥
Âds (h) = ⎢ 0 0 0⎥
⎣ ⎦
0 0 0

11
 By combining (11),(16) and (17), we have

q
V1 (η(k)) = E{[Ās (h)η(k) + β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h)η(k − τm (k))]T
m=1

q
Pl [Ās (h)η(k) + β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h)η(k − τm (k))]
m=1

q
T
+ ᾱm (1 − ᾱm )η (k − τm (k)) ÂTds (h)Pl Âds (h)η(k − τm (k))
m=1

m
+μ21 η T (k)eT3 B̄1s
T
Pl B̄1s e3 η(k) + β̄ 2
δl2 η T (k)C̄sT (h)ElT B̄1s
T
Pl B̄1s
l=1

m
El C̄s (h)η(k) + μ21 δl2 η T (k)C̄sT (h)ElT B̄1s
T
Pl B̄1s El C̄s (h)η(k)
l=1
+μ21 η T (k)C̄sT (h)Λ̄T B̄1s
T
Pl B̄1s Λ̄C̄s (h)η(k)

−2μ21 η T (k)eT3 B̄1s

T
Pl B̄1s Λ̄C̄s (h)η(k) − η T (k)Ps η(k)} (18)

According to the base inequality −2aT N b ≤ aT N a + bT N b, we have

Ξ6 ≤ μ21 [η T (k)eT3 B̄1s

T
Pl B̄1s e3 η(k)

+ η T (k)C̄sT (h)Λ̄T B̄1s

T
Pl B̄1s Λ̄C̄s (h)η(k) (19)

where Ξ5 = −2μ21 η T (k)eT3 B̄1s

T
Pl B̄1s Λ̄C̄s (h)η(k).
Take (19) into consideration, we can obtain from (18)

q
V1 (η(k)) = E{[Ās (h)η(k) + β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h)η(k − τm (k))]T
m=1

q
Pl [Ās (h)η(k) + β̄ B̄1s Λ̄C̄s (h)η(k) + Ādsm (h)η(k − τm (k))]
m=1

q
T
+ ᾱm (1 − ᾱm )η (k − τm (k)) ÂTds (h)Pl Âds (h)η(k − τm (k))
m=1

m
+2μ21 η T (k)eT3 B̄1s
T
Pl B̄1s e3 η(k) + (μ21 + β̄ 2 ) δl2 η T (k)C̄sT (h)ElT
l=1
T 2 T T T T
B̄1s Pl B̄1s El C̄s (h)η(k) + 2μ1 η (k)C̄s (h)Λ̄ B̄1s Pl B̄1s Λ̄C̄s (h)η(k)

−η T (k)Ps η(k)} (20)

12
 Next, by taking the difference of V2 (η(k)) and V3 (η(k)), we obtain


q
V2 (η(k)) = [η T (k)Qm η(k) − η T (k − τm (k))Qm η(k − τm (k))
m=1
1
k−τ
+ η T (i)Qm η(i)] (21)
i=k−τ2 +1


q 1
k−τ
V3 (η(k)) = [(τ2 − τ1 )η T (k)Qm η(k) − η T (i)Qm η(i)] (22)
m=1 i=k−τ2 +1

Letting
 T
ς(k) = η T (k) η T (k − τ1 (k)) ··· η T (k − τq (k))

Combine (20)-(22), we have

V (η(k)) = V1 (η(k)) + V2 (η(k)) + V3 (η(k))

≤ ς T (k)Σ(h)ς(k) (23)

where
⎡ ⎤
Σ11 ∗
Σ(h) = ⎣ ⎦
Σ21 Σ22
with
Σ111 = (Ās (h) + β̄ B̄1s Λ̄C̄s (h))T Pl (Ās (h) + β̄ B̄1s Λ̄C̄s (h))

m
Σ112 = (μ21 + β̄ 2 ) δl2 η T (k)C̄sT (h)ElT B̄1s
T
Pl B̄1s El C̄s (h)η(k)
l=1
Σ113 = 2μ21 η T (k)eT3 B̄1s
T
Pl B̄1s e3 η(k)
Σ114 = 2μ21 η T (k)C̄sT (h)Λ̄T B̄1s
T
Pl B̄1s Λ̄C̄s (h)η(k)
q
Σ11 = Σ111 + Σ112 + Σ113 + Σ114 − Ps + (τ2 − τ1 + 1)Qm
m=1
Σ21 = ẐsT Pl (Ās (h) + β̄ B̄1s Λ̄C̄s (h))
 
Σ22 = diag −Q1 + Ã1 , −Q2 + Ã2 , · · · , −Qq + Ãq + ẐsT Pl Ẑs
According to theorem 1, via Schur complement, (15) implies Σ(h) < 0,
which means V (η(k)) < 0. Therefore, we have E {V (η(k + 1)) − V (η(k))} <
−λmin (−Σ(h))ς T (k)ς(k).

13
 Summing up both sides, from k = 0, 1, · · · , N we have
 
E |ς(k)|2 ≤ λ−1
min (−Σ(h))(V (0) − E {V (N + 1)}) (24)

Considering E {V (k)} ≥ 0 for all k > 0, we have

∞
!

E |ς(k)| |ς(0) ≤ −λ−1
2 T T
min (−Σ(h))ς (0)λmax (Ps )ς(0) = ς (0)M ς(0) (25)
K=0

where ς(0) is the initial condition, and M = λ−1

min (−Σ(h))λmax (Ps ). According

to the definition 2.2, the filtering-error system is stochastically stable in the

mean-square.
Next, in order to establish H∞ performance of the filtering error system,we
introduce the following index
∞
 " #
J= eT (k)e(k) − γ 2 w̄T (k)w̄(k) (26)
k=0

under zero initial conditions, we obtain

∞
 " #
J≤ V (η(k)) + eT (k)e(k) − γ 2 w̄T (k)w̄(k) (27)
k=0

By taking (16) into consideration, then

⎡ ⎤T ⎡ ⎤
ς(k) ς(k)
J ≤⎣ ⎦ Σ̄ ⎣ ⎦ (28)
w̄(k) w̄(k)

where ⎡ ⎤
Σ11 + L̄Ts (h)L̄s (h) ∗ ∗
⎢ ⎥
⎢ ⎥
Σ̄ = ⎢ Σ21 Σ22 ∗ ⎥
⎣ ⎦
Σ31 B̄sT (h)Pl Ẑs Σ33
with
Σ31 = B̄sT (h)Pl (Ās (h) + β̄ B̄1s Λ̄C̄s (h)), Σ33 = B̄sT (h)Pl B̄s (h) − γ 2 I
According to (15) in theorem 1, for all non-zero w̄(k), we have
∞
 " #
V (η(k)) + eT (k)e(k) − γ 2 w̄T (k)w̄(k) ≤ 0 (29)
k=0

14
which means that
∞
 ∞

||e(k)||2 ≤ γ 2 ||w̄(k)||2 (30)
k=0 k=0

which implies the H∞ performance can be guaranteed. The proof is completed.

Theorem 2. Consider the system in (1) and assume the filter parameters Af i ,
Bf i , Lf i in (13) and H∞ attenuation level γ > 0 are given. The filtering-error
system in (14) is stochastically stable in the mean square if there exist matrices
PsT = Ps > 0(s ∈ Υ) satisfying the following LMI
⎡ ⎤
Π11 ∗ ∗ ∗ ∗ ∗ ∗ ∗
⎢ ⎥
⎢ ⎥
⎢ 0 Π22 ∗ ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ 2 ⎥
⎢ 0 0 −γ I ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢ L̄si 0 0 −I ∗ ∗ ∗ ∗⎥
⎢ ⎥<0
⎢ T$ % ⎥ (31)
⎢Gs Āsi + β̄ B̄1s Λ̄C̄i T T
Gs Ẑs Gs B̄i 0 Φ ∗ ∗ ∗⎥
⎢ √ ⎥
⎢ ⎥
⎢ 2μ1 GTs B̄1s e3 0 0 0 0 Φ ∗ ∗⎥
⎢ √ ⎥
⎢ ⎥
⎢ T
2μ1 Gs B̄1s Λ̄C̄i 0 0 0 0 0 Φ ∗⎥
⎣ ⎦
Π8si 0 0 0 0 0 0 Φ̃

where
q
Φ = Pl − sym(Gs ), Φ̃ = Im ⊗ Φ, Π11 = −Ps + (τ2 − τ1 + 1)Qm
 m=1 
Π22 = diag −Q1 + Ã1 , −Q2 + Ã2 , · · · , −Qq + Ãq
⎡ & ⎤
δ1 μ21 + β̄ 2 GTs B̄1s E1 C̄i
⎢ ⎥
⎢ .. ⎥
Π8si = ⎢ . ⎥
⎣ & ⎦
δm μ21 + β̄ 2 GTs B̄1s Em C̄i
Proof. It follows from (33) that Pl − Gs − GTs < 0, and we know Gs is a
non-singular matrix. Note that (Pl − Gs ) Pl−1 (Pl − Gs ) ≥ 0, which implies
T

Pl − Gs − GTs ≥ −GTs Pl−1 Gs (32)

15
 Together with (33), which yields
⎡ ⎤
Π11 ∗ ∗ ∗ ∗ ∗ ∗ ∗
⎢ ⎥
⎢ ⎥
⎢ 0 Π22 ∗ ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢ 0 0 −γ 2 I ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢ L̄si 0 0 −I ∗ ∗ ∗ ∗⎥
⎢ ⎥<0
⎢ T$ % ⎥ (33)
⎢Gs Āsi + β̄ B̄1s Λ̄C̄i T T
Gs Ẑs Gs B̄i 0 Φ1 ∗ ∗ ∗⎥
⎢ √ ⎥
⎢ ⎥
⎢ 2μ1 GTs B̄1s e3 0 0 0 0 Φ1 ∗ ∗⎥
⎢ √ ⎥
⎢ ⎥
⎢ T
2μ1 Gs B̄1s Λ̄C̄i 0 0 0 0 0 Φ1 ∗⎥
⎣ ⎦
Π8si 0 0 0 0 0 0 Φ̃1

where Φ1 = −GTs Pl−1 Gs , and Φ̃1 = Im ⊗ Φ1 .

In the next, by post-multiplying and pre-multiplying the inequality (33) by
diag{I, I, I, I, G−1 −1 −1 −1
s Pl , Gs Pl , Gs Pl , Gs Pl } and its transposition, according to

Schur complement, (15) is obtained. The proof is completed.

Theorem 3. Consider the fuzzy system (1) and given constant scalars
ᾱm (0 < ᾱm < 1, m = 1, 2, · · · , q), β̄ and H∞ attenuation level γ(γ > 0),
there exists an admissible piecewise filter in the form of (13) such that the
filtering error system (13) is stochastically stable in the mean square if there
exist matrices
⎡ ⎤
Ps11 Ps12 Ps13
⎢ ⎥
⎢ ⎥
Ps = ⎢ ∗ Ps22 Ps23 ⎥ (34)
⎣ ⎦
∗ ∗ Ps33

16
G1s ,Ss ,Ws ,Āf i ,B̄f i ,Lf i satisfying
⎡ ⎤
Π ∗ ∗ ∗ ∗ ∗ ∗ ∗
⎢ 11 ⎥
⎢ ⎥
⎢ 0 Π22 ∗ ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢ 0 0 −γ 2 I ∗ ∗ ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢ L̄si 0 0 −I ∗ ∗ ∗ ∗⎥
⎢ ⎥<0 (35)
⎢ ⎥
⎢Π3si Π4si Π5si 0 Ω ∗ ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢Π6si 0 0 0 0 Ω ∗ ∗⎥
⎢ ⎥
⎢ ⎥
⎢Π7si 0 0 0 0 0 Ω ∗⎥
⎣ ⎦
Π̂8si 0 0 0 0 0 0 Ω̃

where ⎡ ⎤
sym(G1s ) S s + Ws G3s + GT6s
⎢ ⎥
⎢ ⎥
Ω = Pl − ⎢ ∗ sym(Ws ) YsT ⎥, Ω̃ = Im ⊗ Ω
⎣ ⎦
∗ ∗ sym(G8s )
⎡ ⎤
Π31si Āf s (1 − β̄)B̄f s + (1 − β̄)GT6s
⎢ ⎥
⎢ ⎥
Π3si = ⎢Π32si Āf s (1 − β̄)B̄f s + (1 − β̄)YsT ⎥
⎣ ⎦
Π33si 0 (1 − β̄)G8s T

Π31si = GT1s Ai + β̄ B̄f s Λ̄Ci + β̄GT6s Λ̄Ci , Π32si = SsT Ai + β̄ B̄f s Λ̄Ci + β̄YsT Λ̄Ci
Π33si = GT3s⎡Ai + β̄GT8s Λ̄Ci ⎤
ᾱ1 GT1s Adi 0 0 ᾱ2 GT1s Adi 0 0 ··· ᾱq GT1s Adi 0 0
⎢ ⎥
⎢ ⎥
Π4si = ⎢ ᾱ1 SsT Adi 0 0 ᾱ2 GT1s Adi 0 0 ··· ᾱq SsT Adi 0 0⎥
⎣ ⎦
ᾱ1 GT3s Adi 0 0 ᾱ2 GT3s Adi 0 0 · · · ᾱq GT3s Adi 0 0
⎡ ⎤ ⎡ √ ⎤
GT1s Bi B̄f s D + GT6s D 0 0 2μ1 (B̄f s + μ1 GT6s )
⎢ ⎥ ⎢ √ ⎥
⎢ T ⎥ ⎢ ⎥
Π5si = ⎢ Ss Bi B̄f s D + YsT D ⎥ , Π6si = ⎢0 0 2μ1 (B̄f s + μ1 YsT ) ⎥
⎣ ⎦ ⎣ √ ⎦
GT3s Bi GT8s D 0 0 2μ1 GT8s
⎡√ ⎤
2μ (B̄ Λ̄C + GT6s Λ̄Ci ) 0 0
⎢√ 1 fs i ⎥
⎢ ⎥
Π7si = ⎢ 2μ1 (B̄f s Λ̄Ci + YsT Λ̄Ci ) 0 0⎥
⎣ √ ⎦
2μ1 GT8s Λ̄Ci 0 0
⎡ & ⎤
δ μ2 + β̄ 2 (B̄f s E1 Ci + GT6s E1 Ci ) 0 0
⎢ 1& 1 ⎥
⎢ ⎥
Π8si = ⎢ δ1 μ21 + β̄ 2 (B̄f s E1 Ci + YsT E1 Ci ) 0 0⎥
⎣ & ⎦
δ1 μ21 + β̄ 2 (GT8s E1 Ci ) 0 0

17
 Furthermore, the parameters of an admissible piecewise H∞ filter are given
by
Af i = Ws−1 Āf i
Bf i = Ws−1 B̄f i
Proof. In order to simplify the filter synthesis procedure, we introduce the
slack matrix variable Gs as
⎡ ⎤
G1s G2s G3s
⎢ ⎥
⎢ ⎥
Gs = ⎢G4s G5s 0 ⎥ (36)
⎣ ⎦
G6s G7s G8s
and the following matrix variables Ws = GT4s G−1 −1
5s G4s , Ss = G2s G5s G4s ,Ys =

G7s G−1
5s G4s .

Then, for linearizing the matrix inequality, by pre-multiplying and post-

 
multiplying (Gs +GTs ) by diag In , G−1
5s G4s , Im and its transposition, we obtain

⎡ ⎤T ⎡ ⎤ ⎡ ⎤
In 0 0 In 0 0 G1s + GT1s S s + Ws G3s + GT6s
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ T ⎢ ⎥ ⎢ ⎥
⎢0 G−1
4s G3s 0 ⎥ (Gs +Gs ) ⎢ 0 G−1
4s G3s 0⎥=⎢ ∗ Ws + WsT YsT ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
0 0 Im 0 0 Im ∗ ∗ G8s + GT8s
(37)
Thus, one can represent (36) with the following form without losing gener-
ality
⎡ ⎤
G1s Ss G3s
⎢ ⎥
⎢ ⎥
Gs = ⎢WsT WsT 0 ⎥ (38)
⎣ ⎦
G6s Ys G8s
Define Āf i = Ws Af i , B̄f i = Ws Bf i , and substitute (38) into (31), then (35)
can be obtained. The proof is completed.

4. ILLUSTRATIVE EXAMPLE

In this section, we use an example to illustrate the effectiveness of the filter

we proposed. Consider the parameters of the system (14) as follows

18
 ⎡ ⎤ ⎡ ⎤ ⎡ ⎤
1 0.045 0.14 −0.02 −0.11
A1 = ⎣ ⎦, Ad1 = ⎣ ⎦, B1 = ⎣ ⎦
−0.8558 0.7894 −0.2 0.094 −0.412
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
1 0.025 0.14 −0.02 −0.5
A2 = ⎣ ⎦, Ad2 = ⎣ ⎦, B2 = ⎣ ⎦
−0.6315 0.8018 −0.2 0.094 −0.184
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
1 0.035 0.14 −0.02 −0.3
A3 = ⎣ ⎦, ⎦ , B3 = ⎣
Ad3 = ⎣ ⎦
−0.7558 0.6894 −0.2 0.094 −0.105
     
L1 = 0.55 −1 , L2 = 0.44 −1 , L3 = 0.62 −1
     
C1 = 0.9949 −0.8 , C2 = 0.8270 −0.8 , C3 = 0.6366 −0.8
In this example, we choose the following parameters as D = 0.1, q = 2,
ᾱ1 = 0.1, ᾱ2 = 0.1, β̄ = 0.9, τ1 = 2, τ2 = 3. In the following, two possible cases
are considered, which can prove the effectiveness of the proposed filter with and
without sensor faults.
Case 1: When the sensors are in good state, that is Λ = I. According
to theorem 3, we can obtain the performance index γ = 17.3627 and filter
parameters⎡as follows ⎤ ⎡ ⎤
0.6830 0.0834 −0.0608  
Af 1 = ⎣ ⎦ , Bf 1 = ⎣ ⎦ , Lf 1 = 0.2474 1.0401
0.1263 0.6080 0.2966
⎡ ⎤ ⎡ ⎤
1.0745 0.1274 −0.0986  
Af 2 = ⎣ ⎦ , Bf 2 = ⎣ ⎦ , Lf 2 = −0.4265 1.0078
−0.5004 0.5819 0.3036
⎡ ⎤ ⎡ ⎤
0.9190 0.0742 −0.1004  
Af 3 = ⎣ ⎦ , Bf 3 = ⎣ ⎦ , Lf 3 = −0.5368 0.9666
−0.4906 0.5757 0.3164
Besides, we suppose w(k) = exp(−0.2k)sink, v(k) = sin(10k + 1)/(3k + 1).
 T  T
With the initial condition xT1 (0) xT2 (0) = 0 0 , we obtain the following
simulation results from Fig. 1 to Fig. 4. Membership function is shown in
Fig. 1. In Fig. 2, output measurements with and without packet dropouts are
depicted. The simulation results of the filter error and estimation under zero
initial condition are depicted in Fig. 3 and Fig. 4, respectively.

19
 Fig.1. The membership function.

0.4
y(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 20 40 60 80 100
Time in samples

Fig.2. The measurement output with packet dropouts .

20
 0.4
e(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 20 40 60 80 100
Time in samples

Fig.3. The filter error.

0.4
z(k)
zf(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 20 40 60 80 100
Time in samples

Fig.4. The responses of z(k) and zf (k).

Case 2: The sensor faults occurs and the parameters for the sensor failure
are Λ = 0.8 and δ = 0.05. The other parameters are the same as case 1. Besides,
we assume the fault occurs at the 50th time instant, and the fault function is
choosed as follows
⎧
⎪
⎨0.1 ∗ sin(k) 50 ≤ k ≤ 70
f (k) =
⎪
⎩0 else

21
 The response of measurement output with sensor fault is depicted in Fig.
5. Fig. 6 and Fig. 7 show the result of the filter error and estimation signal
with sensor fault, respectively. It can be seen from the picture that the designed
filter can satisfy the system performance in the presence of sensor fault.

0.4
y(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 50 100 150 200
Time in samples

Fig.5. The responses of measurement with sensor fault.

0.4
e(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 50 100 150 200
Time in samples

Fig.6. The responses of error with sensor fault.

22
 0.4
z(k)
zf(k)
0.3

0.2

0.1

−0.1

−0.2

−0.3

−0.4
0 50 100 150 200
Time in samples

Fig.7. The responses of z(k) and zf (k) with sensor fault.

5. CONCLUSION

In this paper, the H∞ filtering problem for a class of T-S fuzzy system
with multiple stochastic time-varying delay, sensor faults and successive packet
dropouts has been investigated. The packet dropouts occur randomly and obey
the Bernulli distribution taking on values of 0 and 1. An approach of piece-
wise quadratic Lyapunov function has been adopted to lessen the conservatism,
and it has been proved that the filtering error system is stochastically stable in
mean square and H∞ performance is guaranteed. An example has been given
to demonstrate the effectiveness of the proposed approach. Further research
directions would include the investigation on the distributed H ∞ filtering and
control for nonlinear systems with quantization and event-triggered communi-
cation strategy.

Acknowledgements

This work is supported by the National Natural Science Foundation of

China(61272064, 61273026), Shanghai Pujiang Program(14PJ1409000), and Shang-
hai International Science and Technology Cooperation Project(15220710700)
and the Australian Research Council Discovery Project(DP160103567).

23
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