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
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
收藏
页码:571 / 582
页数:12
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