Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties
This paper studies the problem of robust H? H ? filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H? H ? filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed H? H ? performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.
discrete-time nonhomogeneous markov jump system uncertainty h? h ? filtering h? h ? h? h ? h ?