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Finite-Time Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation

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  • Wei Guan
  • Lei Fu
  • Yuechao Ma

Abstract

The paper is discussed with the problem of finite-time filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.

Suggested Citation

  • Wei Guan & Lei Fu & Yuechao Ma, 2019. "Finite-Time Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation," Complexity, Hindawi, vol. 2019, pages 1-22, April.
    • Handle: RePEc:hin:complx:4675397
    DOI: 10.1155/2019/4675397
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    References listed on IDEAS

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    1. Ma, Yuechao & Fu, Lei & Jing, Yanhui & Zhang, Qingling, 2015. "Finite-time H∞ control for a class of discrete-time switched singular time-delay systems subject to actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 261(C), pages 264-283.
    2. Fu, Lei & Ma, Yuechao, 2016. "Passive control for singular time-delay system with actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 181-193.
    3. Ma, Yuechao & Jia, Xiaorui & Liu, Deyou, 2016. "Robust finite-time H∞ control for discrete-time singular Markovian jump systems with time-varying delay and actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 213-227.
    4. Shen, Liji & Buscher, Udo, 2012. "Solving the serial batching problem in job shop manufacturing systems," European Journal of Operational Research, Elsevier, vol. 221(1), pages 14-26.
    5. Ma, Yuechao & Chen, Hui, 2015. "Reliable finite-time H∞ filtering for discrete time-delay systems with Markovian jump and randomly occurring nonlinearities," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 897-915.
    6. Zheng-Guang Wu & Peng Shi & Hongye Su & Jian Chu, 2012. "Delay-dependent stability analysis for discrete-time singular Markovian jump systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(11), pages 2095-2106.
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    Cited by:

    1. Xueming Qian & Baotong Cui, 2022. "Mobile Sensor Networks for Finite-Time Distributed H ∞ Consensus Filtering of 3D Nonlinear Distributed Parameter Systems with Randomly Occurring Sensor Saturation," Mathematics, MDPI, vol. 10(17), pages 1-24, September.

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