Robust input-output finite-time filtering for uncertain Markovian jump nonlinear systems with partially known transition probabilities

摘要

In this paper, the robust input-output finite-time filtering problem is addressed for a class of uncertain Markovian jump nonlinear systems with partially known transition probabilities. Here, the disturbances, uncertainties, state delay, and distributed delays are all taken into account. Both the stochastic finite-time boundedness and the stochastic input-output finite-time stability are introduced to the Markovian jump nonlinear systems with partially known transition probabilities. By constructing a reasonable stochastic Lyapunov functional and using linear matrix inequality techniques, sufficient conditions are established to guarantee the filtering error systems are stochastic finite-time bounded and stochastic input-output finite-time stable, respectively. Finally, 2 examples are provided to illustrate the effectiveness of the proposed methods.