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H∞ Filter Design for Markovian Jump Systems: the Finite-Horizon case
Hongli Dong 1 *,Zidong Wang 2,Huijun Gao 1,Lixian Zhang 1
1.School of Astronautics, Harbin Institute of Technology
2.Department of Information Systems and Computing, Brunel University
*Correspondence author
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Funding: 高等学校博士学科点专项科研基金（No.20070213084, 20092302120071）
Opened online:24 February 2011
Accepted by: none
Citation: Hongli Dong,Zidong Wang,Huijun Gao.H∞ Filter Design for Markovian Jump Systems: the Finite-Horizon case[OL]. [24 February 2011] http://en.paper.edu.cn/en_releasepaper/content/4411927
 
 
This paper investigates the H∞ filtering problem for a class of discrete time-varying Markovian jump systems. A full-order time-varying filter is constructed over a given finite-horizon, such that the H∞ disturbance attenuation level is guaranteed for the time-varying Markovian jump systems. The existence criterion of the desired filter is obtained in terms of a set of recursive linear matrix inequalities. A numerical example is presented to illustrate the effectiveness of the developed theoretical results.
Keywords:Control theory and control engineering; H∞ filtering; discrete time-varying systems; Markovian jumping parameters
 
 
 

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