Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems

• Main Authors: Lixue Wang, Xiaobin Gao, Shuting Cai, Xiaoming Xiong
• Format: Article
• Language: English
• Published: IEEE 2018-01-01
• Series: IEEE Access
• Subjects: Nonhomogeneous Markovian jump systems; finite-time <italic xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">H</italic>∞ filtering; uncertainty
• Online Access: https://ieeexplore.ieee.org/document/8466777/
• ISSN: 2169-3536

This paper investigates the problem of finite-time H_&#x221E; filtering for uncertain discrete-time Markovian jump systems. The parameter uncertainties in the dynamic systems are modeled to satisfy the norm-bounded condition. The transition probabilities are assumed to be time-varying and described as convex polyhedron. Based on the stochastic finite-time bounded analysis and linear matrix inequality technique, an H filter is designed and sufficient criteria are established, which guarantee the filtering error system to be finite-time bounded in H_&#x221E; sense. Two examples are presented to demonstrate the usefulness and applicability of the proposed method.