Finite-Time H∞ Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays
The issue of finite-time H∞ filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in this paper. H∞ filtering is designed for underlying closed-loop singular Markovian jump system and system state does not exceed a given bound over some finite-time interval....
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/567394 |
| Summary: | The issue of finite-time H∞ filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in
this paper. H∞ filtering is designed for underlying closed-loop singular Markovian jump system and system state does not exceed a given bound over some finite-time interval. Considering the full information of underlying Markov process, sufficient conditions are obtained to guarantee that the described system is finite-time stability and H∞ filtering finite-time boundedness. By establishing the results of stochastic character and finite-time boundedness, the closed-loop singular Markovian jump system trajectory stays within the given bound. At last, a numerical example is supplied to show the efficiency of the proposed method. |
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| ISSN: | 1024-123X 1563-5147 |