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

Shuping He

Abstract and Applied Analysis, 2013, vol. 2013, 1-7

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.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:791296

DOI: 10.1155/2013/791296

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