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Delay-Dependent Finite-Time Filtering for Markovian Jump Systems with Different System Modes

Author

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  • Yong Zeng
  • Jun Cheng
  • Shouming Zhong
  • Xiucheng Dong

Abstract

This paper is concerned with the problem of delay-dependent finite-time filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our results, a novel sufficient condition for finite-time boundness with an performance index is derived. Particularly, two different Markov processes have been considered for modeling the randomness of system matrix and the state delay. Based on the derived condition, the filtering problem is solved, and an explicit expression of the desired filter is also given; the system trajectory stays within a prescribed bound during a specified time interval. Finally, a numerical example is given to illustrate the effectiveness and the potential of the proposed techniques.

Suggested Citation

  • Yong Zeng & Jun Cheng & Shouming Zhong & Xiucheng Dong, 2013. "Delay-Dependent Finite-Time Filtering for Markovian Jump Systems with Different System Modes," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-13, May.
    • Handle: RePEc:hin:jnljam:269091
    DOI: 10.1155/2013/269091
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