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.
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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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Gao, X., Ren, H., Yao, D. et al. Finite-Time \(H_{\infty }\) Filtering for Discrete-Time Piecewise Homogeneous Markov Jump Systems with Missing Measurements. Circuits Syst Signal Process 37, 3927–3945 (2018). https://doi.org/10.1007/s00034-018-0747-2
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DOI: https://doi.org/10.1007/s00034-018-0747-2