Resilient L2-L∞ Filtering of Uncertain Markovian Jumping Systems within the Finite-Time Interval

Abstract EN

This paper studies the resilient L2-L∞ filtering problem for a class of uncertain Markovian jumping systems within the finite-time interval.

The objective is to design such a resilient filter that the finite-time L2-L∞ gain from the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value.

Based on the selected Lyapunov-Krasovskii functional, sufficient conditions are obtained for the existence of the desired resilient L2-L∞ filter which also guarantees the stochastic finite-time boundedness of the filtering error dynamic systems.

In terms of linear matrix inequalities (LMIs) techniques, the sufficient condition on the existence of finite-time resilient L2-L∞ filter is presented and proved.

The filter matrices can be solved directly by using the existing LMIs optimization techniques.

A numerical example is given at last to illustrate the effectiveness of the proposed approach.