Finite-time H∞ filtering for a class of discrete-time Markovian jump systems with switching transition probabilities subject to average dwell time switching

摘要

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∞ 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∞ 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.