Research ArticleEvent-based finite-time state estimation for Markovian jump systems with quantizations and randomly occurring nonlinear perturbations

- The problem of event-based finite-time state estimation is investigated for Markovian jump systems with quantizations and randomly occurring nonlinearities.
- H∞ The event-triggered scheme and the quantization strategy are introduced into the model of MJSs.
- Sufficient conditions are derived which can ensure the estimation error dynamics stochasticH∞ finite boundedness.
- H∞ On the basis of the obtained sufficient conditions, a state estimator is designed for MJSs with randomly occurring nonlinearities.

This paper is concerned with finite-time state estimation for Markovian jump systems with quantizations and randomly occurring nonlinearities under event-triggered scheme. The event triggered scheme and the quantization effects are used to reduce the data transmission and ease the network bandwidth burden. The randomly occurring nonlinearities are taken into account, which are governed by a Bernoulli distributed stochastic sequence. Based on stochastic analysis and linear matrix inequality techniques, sufficient conditions of stochastic finite-time boundedness and stochastic H∞ finite-time boundedness are firstly derived for the existence of the desired estimator. Then, the explicit expression of the gain of the desired estimator are developed in terms of a set of linear matrix inequalities. Finally, a numerical example is employed to demonstrate the usefulness of the theoretical results.