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Finite-time filtering for non-linear stochastic systems with partially known transition jump rates

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3 Author(s)
Luan, X. ; Inst. of Autom., Jiangnan Univ., Wuxi, China ; Liu, F. ; Shi, P.

This study is concerned with the problem of robust finite-time filtering for a class of non-linear Markov jump systems (MJSs) with partially known information on the transition jump rates. The non-linearities in the system are parameterised by multilayer neural networks. Our attention is focused on the design of a mode-dependent full-order H ?? filter to ensure the finite-time boundedness of the filtering error system and a prescribed H ?? attenuation level for all admissible uncertainties and approximation errors of the networks. Sufficient conditions of filtering design are developed in terms of solvability of a set of linear matrix inequalities. A tunnel diode circuit is used to show the effectiveness and potentials of the proposed techniques.

Published in:

Control Theory & Applications, IET  (Volume:4 ,  Issue: 5 )

Date of Publication:

May 2010

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