Title
Finite-time H∞ filtering for discrete-time Markovian jump systems
Abstract
This paper investigates the problem of finite-time H∞ filtering for one class of discrete-time Markovian jump systems with time-varying norm-bounded disturbance. Firstly, the filtering error dynamic system is constructed based on an H∞ filter with or without the control input. Then, an H∞ filtering is designed to ensure stochastic finite-time boundedness of the resulting filtering error system and satisfying a prescribed H∞ attenuation level for the filtering error system in the given finite-time interval. Sufficient criteria on the stochastic H∞ finite-time boundedness are established in terms of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also tackle the problem of finite-time H∞ filtering for discrete-time Markovian jump systems without the control input and provide sufficient conditions on finite-time H∞ filtering for the family of discrete-time Markovian jump systems. Finally, numerical examples are presented to show the validity of the developed techniques.
Year
DOI
Venue
2013
10.1016/j.jfranklin.2012.12.028
Journal of the Franklin Institute
Keywords
DocType
Volume
null
Journal
350
Issue
ISSN
Citations 
6
0016-0032
13
PageRank 
References 
Authors
0.60
11
3
Name
Order
Citations
PageRank
Yingqi Zhang1130.60
Caixia Liu2132.29
Yong-Duan Song31949108.61