Finite-time \(H_{\infty}\) filtering for singular stochastic Markovian jump systems with time-varying delays
Summary: The issue of finite-time \(H_{\infty}\) filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in this paper. \(H_{\infty}\) 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 \(H_{\infty}\) 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.
scientific article; zbMATH DE number 6926661