Finite-time filtering for a class of discrete-time Markovian jump systems with switching transition probabilities subject to average dwell time switching

• DOI: 10.1016/j.amc.2013.09.044
• Publication Date: 2013-10-18T07:17:53Z
• Authors: Qishui Zhong; Jun Cheng; Yuqing Zhao; Jianhua Ma; Bo Huang
• Keywords: Dwell time; Switching time

An extension of fixed transition probability Markovian switching model to combine time-varying transition probabilities has offered another set of useful regime-switching models. This paper investigated the problem of finite-time H"~ filtering for a class of discrete-time Markovian jump systems with switching transition probabilities subject to average dwell time switching. Based on the results of finite-time boundness and average dwell time, a novel sufficient condition for finite-time bounded of H"~ filtering is derived and the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.