Finite-time boundedness filtering for discrete-time Markovian jump system subject to partly unknown transition probabilities

Qishui Zhong; Jinping Bai; Bin Wen; Shujun Li; Fuli Zhong

doi:10.1016/j.isatra.2014.03.015

Finite-time boundedness filtering for discrete-time Markovian jump system subject to partly unknown transition probabilities

ISA Trans. 2014 Jul;53(4):1107-18. doi: 10.1016/j.isatra.2014.03.015. Epub 2014 Apr 28.

Authors

Qishui Zhong¹, Jinping Bai², Bin Wen³, Shujun Li⁴, Fuli Zhong³

Affiliations

¹ School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China; China Zhenhua Electronics Group Co. Ltd., Guiyang, Guizhou 550018, PR China. Electronic address: zhongqs@uestc.edu.cn.
² School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China. Electronic address: jinpingbai@uestc.edu.cn.
³ School of Aeronautics and Astronautics, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China.
⁴ Sinowatt Dongguan Limited, Dongguan, Guangdong 523696, PR China.

PMID: 24785821
DOI: 10.1016/j.isatra.2014.03.015

Abstract

This paper investigates the problem of finite-time boundedness filtering for discrete-time Markovian jump system subject partly unknown transition probabilities. By using the multiple Lyapunov function approach, a novel sufficient condition for finite-time bounded of H∞ filtering is derived and the system trajectory stays within a prescribed bound during a specified time interval. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.

Keywords: Markovian jump system; Time-varying transition probability; control; finite-time stability.

Publication types

Research Support, Non-U.S. Gov't