Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4628596 | Applied Mathematics and Computation | 2013 | 17 Pages |
Abstract
An extension of fixed transition probability Markovian switching model to combine time-varying transition probabilities has offered another set of useful regime-switching models. This paper investigated the problem of finite-time H∞H∞ filtering for a class of discrete-time Markovian jump systems with switching transition probabilities subject to average dwell time switching. Based on the results of finite-time boundness and average dwell time, a novel sufficient condition for finite-time bounded of H∞H∞ filtering is derived and the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Qishui Zhong, Jun Cheng, Yuqing Zhao, Jianhua Ma, Bo Huang,