Finite-time boundedness filtering for discrete-time Markovian jump system subject to partly unknown transition probabilities.
This paper investigates the problem of finite-time boundedness filtering for discrete-time Markovian jump system subject partly unknown transition probabilities. By using the multiple Lyapunov function approach, a novel sufficient condition for finite-time bounded of H∞ filtering is derived and the system trajectory stays within a prescribed bound during a specified time interval. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.
School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China; China Zhenhua Electronics Group Co. Ltd., Guiyang, Guizhou 550018, PR China. Electronic address: zhongqs@uestc.edu.cn.
Qishui
Q
Zhong
School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China. Electronic address: jinpingbai@uestc.edu.cn.
Jinping
J
Bai
School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China.
Bin
B
Wen
Sinowatt Dongguan Limited, Dongguan, Guangdong 523696, PR China.
Shujun
S
Li
School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China.
Fuli
F
Zhong
Markovian jump system; Time-varying transition probability; control; finite-time stability