Abstract:The H∞ filtering problem is considered for a class of networked systems with stochastic sampling. The stochastic sampling process of sensors is described as a Markov chain, the effect of signal quantization is transformed into the parameter uncertainty of the model, then a set of binary variables are introduced to model the random packet loss process, thus a uncertain Markovian model with multiple random variables is obtained to describe the resulting filtering error system. Based
on the Lyapunov stability theory and stochastic analysis method, some conditions are derived such that the filtering error system is stochastic stable and achieves a prescribed H∞ performance, the design procedure of the filter is also provided. A simulation is given to demonstrate the effectiveness of the proposed results.