Finite-time asynchronous dissipative filtering of conic-type nonlinear Markov jump systems

Abstract

In the present study, the finite-time asynchronous dissipative filter design problem for the Markov jump systems with conic-type nonlinearity is studied. The hidden Markov model can describe the asynchronism embodied in the system modes and the filter modes reasonably. Moreover, a suitable Lyapunov-Krasovskii function is utilized and linear matrix inequalities are applied to obtain adequate conditions. These techniques guarantee the finite-time boundedness and strict dissipativity of the filtering error dynamic system. Furthermore, the design problems of the passive filter and the H∞ filter are studied by adjusting the three parameters $${\cal U}$$ , $${\cal G}$$ and $${\cal V}$$ . Finally, the filter gains and the optimal index α* are obtained and the correctness and feasibility of the designed approach are verified by a simulation example.