Dissipativity-based asynchronous filtering for periodic Markov jump systems

This paper is devoted to developing a periodic and asynchronous filter for periodic Markov jump systems. A periodic and asynchronous filter means that the filter parameters are s-periodic for a given operating mode, and its operating modes are unnecessary to be identical but form a periodic hidden Markov model together with the modes of the plant. A sufficient condition is proposed to guarantee that the filtering error system is exponentially mean square stable and strictly (Q,S,R)-dissipative. To realize this filter, a slack matrix is introduced to deal with the nonlinearity and Finsler's lemma is applied such that the decision variables are reduced. Finally, a numerical simulation provides verification for the effectiveness of our designed filter.