Finite-time H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

被引：6

作者：

Cheng, Jun ^{[1
]}

Zhu, Hong ^{[1
]}

Zhong, Shouming ^{[2
]}

Zhang, Yuping ^{[1
]}

Li, Guihua ^{[3
]}

机构：

[1] Univ Elect Sci & Technol China, Sch Automat Engn, Chengdu 611731, Sichuan, Peoples R China

[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 611731, Sichuan, Peoples R China

[3] Civil Aviat Flight Univ China, Sch Comp Sci, Guanghan 618307, Sichuan, Peoples R China

来源：

CANADIAN JOURNAL OF PHYSICS | 2013年 / 91卷 / 12期

关键词：

NEURAL-NETWORKS; STOCHASTIC-SYSTEMS; LINEAR-SYSTEMS; STABILIZATION; STABILITY; FEEDBACK; DESIGN;

D O I：

10.1139/cjp-2012-0296

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H-infinity finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method.

引用

页码：1020 / 1028

页数：9

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