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. © 2013 The Franklin Institute.
| Original language | English |
|---|---|
| Pages (from-to) | 1579-1595 |
| Number of pages | 17 |
| Journal | Journal of the Franklin Institute |
| Volume | 350 |
| Issue number | 6 |
| Early online date | 26 Apr 2013 |
| DOIs | |
| Publication status | Published - Aug 2013 |
| Externally published | Yes |
Bibliographical note
The authors thank the reviewers and editors for their very valuable comments and suggestions which could have improved the presentation of the paper.Funding
This work was partially supported by the Plan of Nature Science Fundamental Research in Henan University of Technology , the Natural Science Foundation of Henan Province of China ( 132300410013 ), the National Key Basic Research Program, China ( 2012CB215202 ), the 111 Project ( B12018 ), and the National Natural Science Foundation of China ( 61174058 , 61134001 ).