H∞ observer design for networked Hamiltonian systems with sensor saturations and missing measurements

Abstract

In this paper, the H∞ observer design problem is investigated for discrete-time Hamiltonian systems subject to missing measurement and sensor saturations governed by Bernoulli distributed random variables. Our purpose is to design an observer such that the error dynamics of the state estimation is exponentially mean-square stable with prescribed H∞ performance. By resorting to the Lyapunov function and the Hamiltonian system property, sufficient conditions are derived to guarantee the existence of the desired observer. Moreover, observer gains are designed in forms of the solutions to certain matrix inequalities. Finally, an illustrative example is utilized to testify the effectiveness of our observer design scheme.