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- Title
Finite‐time H<sub>∞</sub> filtering of Markov jump systems with incomplete transition probabilities: a probability approach.
- Authors
Shen, Mouquan; Yan, Shen; Tang, Ze; Gu, Zhou
- Abstract
This paper concerns the finite‐time H∞ filtering of discrete Markov jump system with incomplete transition probabilities which cover the cases of known, uncertain and unknown. To include all possible cases, with the probability viewpoint, a truncated Gaussian distribution is employed to describe them. To ensure the filtering error systems to be finite‐time stochastic stable with a prescribed noise attenuation level, sufficient conditions for the H∞ filter design are yielded in terms of solvability of a set of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed method.
- Publication
IET Signal Processing (Wiley-Blackwell), 2015, Vol 9, Issue 7, p572
- ISSN
1751-9675
- Publication type
Article
- DOI
10.1049/iet-spr.2014.0376