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P 1 V i
M i ¼
ð
95
Þ
J i ¼ TB i
ð
Þ
96
where T,
C 2 are given in ( 74 ), ( 71 ), ( 73 ) respectively.
Proof To prove the convergence of the state estimation error to zero, we consider
the quadratic Lyapunov function ( 27 ), differentiating it along ( 88 ) and using ( 48 ), it
becomes:
C 1 and
X
r
V
e T
H i P
2 I
ð
e
ð
t
ÞÞ
h i ^
ð ½
x
ð
t
ð
t
if
þ
PH i þ ec
ð
97
Þ
i¼1
þ e 1 PT T T P
PTG i f
2e T
g
e
ð
t
Þþ
ð
t
Þ
ð
t
Þ
If
k f ð t kf l
, then the derivative of V ð e ð t ÞÞ
becomes:
X
r
V
e T
H i P
2 I
ð
e
ð
t
ÞÞ
h i ^
ð ½
x
ð
t
ð
t
if
þ
PH i þ ec
ð
98
Þ
i
¼
1
þ e 1 PT T T P
PTG i k
e T
g
e
ð
t
Þþ
2
lk
ð
t
Þ
Using ( 84 ), the last inequality ( 98 ) becomes
8
i
¼
1
...
r
X
r
V
e T
H i P
2 I
ð
e
ð
t
ÞÞ
h i ^
ð ½
x
ð
t
ð
t
if
þ
PH i þ ec
ð
99
Þ
i¼1
þ e 1 PT T T P
PTG i k
2
Þþa 1
2
e T
g
e
ð
t
l
k
ð
t
Þ
þ a
8
¼
...
Hence, one has
i
1
r
X
r
V
e T
H i P
2 I
ð
e
ð
t
ÞÞ
h i ^
ð ½
x
ð
t
ð
t
if
þ
PH i þ ec
ð
100
Þ
i¼1
þ e 1 PT T T P
2 PTG i G i T T P
þ a 1
l
g
e
ð
t
Þþa
V
The stability condition
ð
e
ð
t
ÞÞ \
0 is veri
ed if
8
i
¼
1
...
r
þ e 1 PT T T P
H i P
2 I
þ
PH i þ ec
ð
Þ
101
þ a 1
2 PTG i G i T T P
l
þ a
I
0
\
Then apply the Schur complement
to the condition ( 101 ) with change of
variables Zi i ¼
PH i , we get the linear matrix inequality ( 90 ) and with change of
variables Ui i ¼
PL i , V i ¼
PM i , we get the equalities ( 91 ) and ( 92 ). Thus, the proof is
completed.
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