有限水平情形下马尔科夫跳跃系统H∞滤波器设计

his paper investigates the H∞ filtering problem for a class of discrete time-varying Markovian jump systems. A full-order time-varying filter is constructed over a given finite-horizon, such that the H∞ disturbance attenuation level is guaranteed for the time-varying Markovian jump systems. The existence criterion of the desired filter is obtained in terms of a set of recursive linear matrix inequalities. A numerical example is presented to illustrate the effectiveness of the developed theoretical results.