Finite-time H∞ estimation for discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching
Finite-time H∞ estimation for discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching
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DOI：
10.1016/j.cnsns.2014.06.006
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发表时间：
2015-02
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转移概率的时变特性被认为是有限分段齐次的。研究了一类转移概率随时间变化的离散Markov跳变系统在平均停留时间切换下的有限时间H∞估计问题，给出了保证Markov跳变系统有限时间有界和H∞滤波有限时间有界的充分条件.根据有限时间有界性和平均停留时间的结果，系统轨迹保持在规定的界限内。最后通过一个算例验证了该方法的有效性和实用性。
The time-varying character of transition probabilities is considered as finite piecewise homogeneous. This paper studies the problem of finite-time H∞ estimation for a class of discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching, sufficient conditions ensuring the Markov jump systems to be finite-time bounded and H∞ filtering finite-time boundness are established. Based on the results of finite-time boundness and average dwell time, the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.