Partially mode-dependent filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

2010 ◽  
Vol 90 (2) ◽  
pp. 548-556 ◽  
Author(s):  
Guoliang Wang ◽  
Qingling Zhang ◽  
Victor Sreeram
Keyword(s):  
Discrete Time ◽  
Transition Probabilities ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Partly Unknown Transition Probabilities ◽  
Jump Systems

Finite-time H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

2013 ◽  
Vol 91 (12) ◽  
pp. 1020-1028 ◽  
Author(s):  
Jun Cheng ◽  
Hong Zhu ◽  
Shouming Zhong ◽  
Yuping Zhang ◽  
Guihua Li
Keyword(s):  
Discrete Time ◽  
Finite Time ◽  
Partial Information ◽  
Transition Probabilities ◽  
Sufficient Conditions ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Partly Unknown Transition Probabilities ◽  
Stability And Stabilization ◽  
Jump Systems

This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method.

scholarly journals Finite-Time H∞ Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation

Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-22
Author(s):  
Wei Guan ◽  
Lei Fu ◽  
Yuechao Ma
Keyword(s):  
Discrete Time ◽  
Finite Time ◽  
Transition Probabilities ◽  
Input Saturation ◽  
Markovian Jump Systems ◽  
Time Interval ◽  
Markovian Jump ◽  
Partly Unknown Transition Probabilities ◽  
Singular Markovian Jump Systems ◽  
Jump Systems

The paper is discussed with the problem of finite-time H∞ filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a H∞ filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed H∞ attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested H∞ filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.

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