1. Delay-Dependent Finite-Time H∞ Filtering for Markovian Jump Systems with Different System Modes.
- Author
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Yong Zeng, Jun Cheng, Shouming Zhong, and Xiucheng Dong
- Subjects
- *
MARKOVIAN jump linear systems , *MARKOV processes , *STOCHASTIC processes , *LINEAR systems , *MATHEMATICS , *ALGORITHMS , *INTEGRAL inequalities - Abstract
This paper is concerned with the problem of delay-dependent finite-time H∞ filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our results, a novel sufficient condition for finite-time boundness with an H∞ performance index is derived. Particularly, two different Markov processes have been considered for modeling the randomness of system matrix and the state delay. Based on the derived condition, the H∞ filtering problem is solved, and an explicit expression of the desired filter is also given; the system trajectory stays within a prescribed bound during a specified time interval. Finally, a numerical example is given to illustrate the effectiveness and the potential of the proposed techniques. [ABSTRACT FROM AUTHOR]
- Published
- 2013
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