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Finite‐Time H ∞ Filtering for Nonlinear Continuous‐Time Singular Semi‐Markov Jump Systems
Author(s) -
Wang Jimin,
Ma Shuping,
Zhang Chenghui
Publication year - 2019
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.1770
Subject(s) - mathematics , nonlinear system , bounded function , filter (signal processing) , jump , control theory (sociology) , markov chain , markov process , filtering problem , filter design , computer science , mathematical analysis , control (management) , statistics , physics , quantum mechanics , artificial intelligence , computer vision
The stochastic finite‐time H ∞ filtering issue for a class of nonlinear continuous‐time singular semi‐Markov jump systems is discussed in this paper. Firstly, sufficient conditions on singular stochastic H ∞ finite‐time boundedness for the filtering error system are established. The existence of a unique solution for the corresponding system is also ensured. Secondly, based on the bounds of the time‐varying transition rate, without imposing constraints on slack variables, a novel approach to finite‐time H ∞ filter design is proposed in the forms of strict LMIs, which guarantees the filtering error system is singular stochastic H ∞ finite‐time bounded and of a unique solution. Compared with the existing ones, the presented results reveal less conservativeness. Finally, one numerical example is exploited to testify the advantage of the proposed design technique.