Mode-Dependent Finite-Time <i>H</i><sub>∞</sub>Filtering for Stochastic Nonlinear Systems with Markovian Switching

• 作者: Aiqing Zhang
• 来源期刊: 应用数学与应用物理(英文)
• 学科: 工学
• 关键词: Stochastic Systems H∞ Filter FINITE-TIME Stability Linear Matrix INEQUALITIES (LMIS)
• 年，卷（期）: 2019,（9）
• 页码范围: 2112-2121
• 页数: 10页
• 分类号: TP1

摘要

This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time H∞ filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed H∞ performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time H∞ filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.