Finite-Time H∞ Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation. (2nd April 2019)

• Record Type: Journal Article
• Authors: Guan, Wei; Fu, Lei; Ma, Yuechao
• Other Names: Liu Xinzhi Academic Editor.
• Is Part Of: Complexity. Volume 2019(2019)
• Publication Date: 2019-04-02
• Subjects: Chaotic behavior in systems -- Periodicals; Complexity (Philosophy) -- Periodicals; 003
• DOI: 10.1155/2019/4675397
• Languages: English
• ISSNs: 1076-2787

Abstract

Abstract : The paper is discussed with the problem of finite-time H ∞ filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a H ∞ filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed H ∞ attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested H ∞ filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.