Finite-time H∞ filtering for Markov jump systems with uniform quantization

doi:10.1088/1674-1056/acedf5

Abstract This paper is concerned with finite-time H_∞ filtering for Markov jump systems with uniform quantization. The objective is to design quantized mode-dependent filters to ensure that the filtering error system is not only mean-square finite-time bounded but also has a prescribed finite-time H_∞ performance. First, the case where the switching modes of the filter align with those of the MJS is considered. A numerically tractable filter design approach is proposed utilizing a mode-dependent Lyapunov function, Schur's complement, and Dynkin's formula. Then, the study is extended to a scenario where the switching modes of the filter can differ from those of the MJS. To address this situation, a mode-mismatched filter design approach is developed by leveraging a hidden Markov model to describe the asynchronous mode switching and the double expectation formula. Finally, a spring system model subject to a Markov chain is employed to validate the effectiveness of the quantized filter design approaches.

Keywords: Markov jump system filter design finite-time H_∞ performance uniform quantization

Received: 31 May 2023
Revised: 24 July 2023
Accepted manuscript online: 08 August 2023

PACS:	02.30.Yy	(Control theory)
	02.50.Ga	(Markov processes)
	87.19.lr	(Control theory and feedback)

Fund: Project supported by the Natural Science Foundation of the Anhui Higher Education Institutions (Grant Nos. KJ2020A0248 and 2022AH050310).

Corresponding Authors: Jianping Zhou
E-mail: jpzhou0@gmail.com

Cite this article:

Jingjing Dong(董敬敬), Xiaofeng Ma(马晓峰), Xiaoqing Zhang(张晓庆), Jianping Zhou(周建平), and Zhen Wang(王震) Finite-time H_∞ filtering for Markov jump systems with uniform quantization 2023 Chin. Phys. B 32 110202

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Finite-time H_∞ filtering for Markov jump systems with uniform quantization