Abstract

The time-varying character of transition probabilities is considered as finite piecewise homogeneous. This paper studies the problem of finite-time H∞ estimation for a class of discrete-time Markov jump systems with time-varying transition probabilities subject to average dwell time switching, sufficient conditions ensuring the Markov jump systems to be finite-time bounded and H∞ filtering finite-time boundness are established. Based on the results of finite-time boundness and average dwell time, the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.

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