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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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