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Finite-Time Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays

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  • Bin Yan
  • Xiaojia Zhou
  • Jun Cheng
  • Fangnian Lang

Abstract

The issue of finite-time filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in this paper. filtering is designed for underlying closed-loop singular Markovian jump system and system state does not exceed a given bound over some finite-time interval. Considering the full information of underlying Markov process, sufficient conditions are obtained to guarantee that the described system is finite-time stability and filtering finite-time boundedness. By establishing the results of stochastic character and finite-time boundedness, the closed-loop singular Markovian jump system trajectory stays within the given bound. At last, a numerical example is supplied to show the efficiency of the proposed method.

Suggested Citation

  • Bin Yan & Xiaojia Zhou & Jun Cheng & Fangnian Lang, 2015. "Finite-Time Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, September.
  • Handle: RePEc:hin:jnlmpe:567394
    DOI: 10.1155/2015/567394
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