Finite‐time H∞ filtering for Markov jump systems with partially unknown transition rates.

Summary: The thesis studies a stochastic H∞$$ {H}_{\infty } $$ finite‐time bounded (SH∞$$ {H}_{\infty } $$FTB) filter design method for time‐varying delay Markov jump systems (MJSs) with partially unknown transition rates. First, a Lyapunov–Krasovskii functional with triple integral is built, the free weight matrix is added for lowering the conservatism. And the condition of SH∞$$ {H}_{\infty } $$FTB of the error system is analyzed. Then, according to linear matrix inequalities (LMIs), a new filter design method is presented. Moreover, the dimension of the filter obtained is free, and the filter ensures that the error system is SH∞$$ {H}_{\infty } $$FTB. Finally, the validity and effectiveness of the conclusion of this paper are demonstrated by simulation examples. [ABSTRACT FROM AUTHOR]