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Circuits, Systems, and Signal Processing

, Volume 37, Issue 9, pp 3927–3945 | Cite as

Finite-Time \(H_{\infty }\) Filtering for Discrete-Time Piecewise Homogeneous Markov Jump Systems with Missing Measurements

  • Xiaobin Gao
  • Hongru Ren
  • Deyin Yao
  • Qi Zhou
Article
  • 142 Downloads

Abstract

The problem of finite-time \(H_{\infty }\) filtering is studied for discrete-time Markov jump systems with time-varying transition probabilities and missing measurements. The time-varying TPs are assumed to be finite piecewise homogenous and the missing measurements phenomenon is modelled as a Bernoulli distributed sequence. An \(H_{\infty }\) filter is designed to estimate the unmeasured state and achieve a prescribed \(H_{\infty }\) performance level. The sufficient criteria are derived to guarantee the filtering error system to be finite-time bounded. Finally, a simulation example is presented to demonstrate the applicability of the obtained results.

Keywords

Markov jump systems (MJSs) Piecewise homogeneous transition probabilities Finite-time \(H_{\infty }\) filtering Missing measurements 

Notes

Acknowledgements

This work was partially supported by the National Natural Science Foundation of China (61673072), the Guangdong Natural Science Funds for Distinguished Young Scholar (2017A030306014), the Department of Education of Guangdong Province (2016KTSCX030), the Department of Education of Liaoning Province (LZ2017001) and the Fundamental Research Funds for the Central Universities (2017FZA5010).

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of AutomationGuangdong University of TechnologyGuangzhouChina
  2. 2.Department of AutomationUniversity of Science and Technology of ChinaHefeiChina
  3. 3.College of Information Science and TechnologyBohai UniversityJinzhouChina

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