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

![CDATA[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.]]