Finite-time H∞ estimation for discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching

• Published in: Communications in nonlinear science & numerical simulation Vol. 20; no. 2; pp. 571 - 582
• Main Authors: Cheng, Jun, Zhu, Hong, Zhong, Shouming, Zhong, Qishui, Zeng, Yong
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.02.2015
• Subjects: [formula omitted] control; [formula omitted] finite-time stability; Average dwell time; Markov jump systems; Time-varying transition probabilities; H∞ finite-time stability; Time-varying transition probabilities; H∞ control; Markov jump systems; Average dwell time
• ISSN: 1007-5704; 1878-7274
• DOI: 10.1016/j.cnsns.2014.06.006

•The transition probabilities are varying but invariant within an interval.•The system trajectory stays within a prescribed bound.•The derived results can be turned into LMIs feasibility problem by fixing some parameters. The time-varying character of transition probabilities is considered as finite piecewise homogeneous. This paper studies the problem of finite-time H∞ estimation for a class of discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching, sufficient conditions ensuring the Markov jump systems to be finite-time bounded and H∞ filtering finite-time boundness are established. Based on the results of finite-time boundness and average dwell time, the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.