Abstract
This paper studies the problem of \({H_\infty }\) filtering for a class of uncertain discrete-time periodic Markov jump systems with partly unknown and periodic transition probabilities, which is described as a polytope. By using Lyapunov function, periodic \({H_\infty }\) filter is designed, which ensures that the periodic dynamic system is stochastically stable and satisfies a prescribed \({H_\infty }\) performance index. A numerical example is presented to illustrate the effectiveness of the proposed theoretical results.
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Acknowledgements
This work has been partially supported in part by the National Natural Science Foundation of PR China (Nos. 61773011, 61773183), the Ministry of Education of China under the 111 Project (B12018), the Fundamental Research Funds for the Central Universities (JUSRP51407B) and Curtin Fellowship.
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Zhu, L., Yin, Y., Liu, F. et al. \({H_\infty }\) Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information. Circuits Syst Signal Process 37, 4200–4214 (2018). https://doi.org/10.1007/s00034-018-0759-y
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DOI: https://doi.org/10.1007/s00034-018-0759-y