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This paper investigates the problem of finite-time H<sub>&#x221E;</sub> filtering for uncertain discrete-time Markovian jump systems. The parameter uncertainties in the dynamic systems are modeled to satisfy the norm-bounded condition. The transition probabilities are assumed to be time-varying and described as convex polyhedron. Based on the stochastic finite-time bounded analysis and linear matrix inequality technique, an H filter is designed and sufficient criteria are established, which guarantee the filtering error system to be finite-time bounded in H<sub>&#x221E;</sub> sense. Two examples are presented to demonstrate the usefulness and applicability of the proposed method.

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Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems

Robust Finite-Time $H_{{\infty}}$ Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems