H∞ filtering for linear parameter-varying systems with jumping parameters subject to data missing and quantization

This paper is concerned with the problem of H_∞ filtering for a class of discrete-time linear parameter-varying (LPV) systems with Markovian switching under data missing and quantization. A stochastic variable is used to describe the model of the data missing phenomenon. Then a H_∞ filter is designed to guarantee the filtering error dynamics is stochastically stable with H_∞ performance. The existence of the desired H_∞ filter is ensured by some sufficient conditions expressed in terms of parameterized linear matrix inequalities (PLMIs). The proposed theoretical findings are validated by numerical results.