Finite‐time H ∞ filtering for a class of discrete‐time Markovian jump systems with partly unknown transition probabilities |
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| Authors: | Jun Cheng Hong Zhu Shouming Zhong Yong Zeng Liyuan Hou |
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| Affiliation: | 1. School of Automation Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, P. R. China;2. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, P. R. China;3. Key Laboratory for Neuroinformation of Ministry of Education, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, P. R. China |
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| Abstract: | This paper is concerned with the problem of finite‐time H ∞ filtering for a class of Markovian jump systems subject to partial information on the transition probabilities. By introducing some slack matrix variables in terms of probability identity, a less conservative bounded real lemma is derived to ensure that filtering Markovian jump systems is finite‐time stable. Finally, the existence criterion of the desired filter is obtained such that the corresponding filtering error system is finite‐time bounded with a guaranteed H ∞ performance index. An example is given to illustrate the efficiency of the proposed method. Copyright © 2013 John Wiley & Sons, Ltd. |
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| Keywords: | H ∞ finite‐time stability discrete‐time systems Markovian jump systems H ∞ filtering partly unknown transition probabilities |
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