Partially mode-dependent filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

This paper is concerned with the partially mode-dependent H_∞ filtering problem for discrete-time Markovian jump systems with partly unknown transition probabilities via different techniques, where the unknown elements are estimated. New version of bounded real lemma for discrete-time Markovian jump systems with partly unknown transition probabilities is presented. Based on the obtained criterion and via a stochastic variable satisfying Bernoulli random binary distribution, new H_∞ filter with partially mode-dependent characterization is established in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to show the effectiveness of the proposed design method.