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Resilient - Filtering of Uncertain Markovian Jumping Systems within the Finite-Time Interval

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  • Shuping He

Abstract

This paper studies the resilient - filtering problem for a class of uncertain Markovian jumping systems within the finite-time interval. The objective is to design such a resilient filter that the finite-time - gain from the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value. Based on the selected Lyapunov-Krasovskii functional, sufficient conditions are obtained for the existence of the desired resilient - filter which also guarantees the stochastic finite-time boundedness of the filtering error dynamic systems. In terms of linear matrix inequalities (LMIs) techniques, the sufficient condition on the existence of finite-time resilient - filter is presented and proved. The filter matrices can be solved directly by using the existing LMIs optimization techniques. A numerical example is given at last to illustrate the effectiveness of the proposed approach.

Suggested Citation

  • Shuping He, 2013. "Resilient - Filtering of Uncertain Markovian Jumping Systems within the Finite-Time Interval," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-7, April.
    • Handle: RePEc:hin:jnlaaa:791296
    DOI: 10.1155/2013/791296
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