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Robust Finite-Time $H_{{\infty}}$ Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems

Authors :
Lixue Wang
Xiaobin Gao
Shuting Cai
Xiaoming Xiong
Source :
IEEE Access, Vol 6, Pp 52561-52569 (2018)
Publication Year :
2018
Publisher :
IEEE, 2018.

Abstract

This paper investigates the problem of finite-time H∞ 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∞ sense. Two examples are presented to demonstrate the usefulness and applicability of the proposed method.

Details

Language :
English
ISSN :
21693536
Volume :
6
Database :
Directory of Open Access Journals
Journal :
IEEE Access
Publication Type :
Academic Journal
Accession number :
edsdoj.f3a2ca3785154ee3b94b7e02cd27ef8c
Document Type :
article
Full Text :
https://doi.org/10.1109/ACCESS.2018.2870565