Finite-Time Stabilization of H∞ Filtering for Switched Stochastic Systems

This paper investigates the problem of finite-time stabilization of H∞ filtering for switched stochastic systems. Sufficient conditions which can ensure finite-time stability and H∞ filtering finite-time stability are derived. Based on the average dwell time approach and stochastic character, the closed-loop system trajectory stays within a prescribed bound. An example is given to illustrate the efficiency of the proposed method.

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