Finite-time H∞ estimation for discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching

被引：73

作者：

Cheng, Jun ^{[1
]}

Zhu, Hong ^{[1
]}

Zhong, Shouming ^{[2
]}

Zhong, Qishui ^{[3
]}

Zeng, Yong ^{[1
]}

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] Univ Elect Sci & Technol China, Sch Aeronaut & Astronaut, Chengdu 611731, Sichuan, Peoples R China

来源：

COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION | 2015年 / 20卷 / 02期

基金：

中国博士后科学基金;

关键词：

H-infinity finite-time stability; Time-varying transition probabilities; Markov jump systems; H-infinity control; Average dwell time; NEURAL-NETWORKS; LINEAR-SYSTEMS; STATE ESTIMATION; STABILIZATION; STABILITY; BOUNDEDNESS;

D O I：

10.1016/j.cnsns.2014.06.006

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The time-varying character of transition probabilities is considered as finite piecewise homogeneous. This paper studies the problem of finite-time H-infinity estimation for a class of discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching, sufficient conditions ensuring the Markov jump systems to be finite-time bounded and H-infinity filtering finite-time boundness are established. Based on the results of finite-time boundness and average dwell time, the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：571 / 582

页数：12

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