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

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...

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Published inCanadian journal of physics Vol. 91; no. 12; pp. 1020 - 1028
Main Authors Cheng, Jun, Zhu, Hong, Zhong, Shouming, Zhang, Yuping, Li, Guihua
Format Journal Article
LanguageEnglish
Published Ottawa NRC Research Press 01.12.2013
Canadian Science Publishing NRC Research Press
Subjects
45.80.+r
Discrete time systems
Efficiency
Filtration
H infinity
Markov analysis
Probability distribution
Stabilization
Stochastic models
Transition probabilities
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ISSN0008-4204
1208-6045
DOI10.1139/cjp-2012-0296

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Summary: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.
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ISSN:0008-4204
1208-6045
DOI:10.1139/cjp-2012-0296