Finite-Time H∞ Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation

The paper is discussed with the problem of finite-time filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.

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