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

Bin Yan, Xiaojia Zhou, Jun Cheng and Fangnian Lang

Mathematical Problems in Engineering, 2015, vol. 2015, 1-10

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.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:567394

DOI: 10.1155/2015/567394

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