Finite-Time H∞ Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays

Abstract EN

The issue of finite-time H∞ filtering for singular stochastic Markovian jump systems with time-varying delays is concerned inthis paper.

H∞ filtering is designed for underlying closed-loop singular Markovian jump system and system state does not exceed a given bound over some finite-time interval.

Considering the full information of underlying Markov process, sufficient conditions are obtained to guarantee that the described system is finite-time stability and H∞ filtering finite-time boundedness.

By establishing the results of stochastic character and finite-time boundedness, the closed-loop singular Markovian jump system trajectory stays within the given bound.

At last, a numerical example is supplied to show the efficiency of the proposed method.