A resilient asynchronous filter design for hybrid stochastic systems based on an extended stochastic dissipativity

This note focuses on the multi-objective filtering issue for hybrid stochastic systems based on an extended stochastic dissipativity property. When the asynchronous phenomenon happens between the plant mode jumping and filter mode jumping as well as inaccuracies or uncertainties occur in the filters, for obtaining the extended stochastic dissipativity of the filtering error system, a resilient and asynchronous filter is designed. Subsequently, the sufficient conditions of extended stochastic dissipativity for the resilient and asynchronous filtering error system are established. Finally, the method of calculating the filter gains is given based on the solvability of the convex optimization problem.