© The Institution of Engineering and Technology
This paper concerns the finite-time H ∞ filtering of discrete Markov jump system with incomplete transition probabilities which cover the cases of known, uncertain and unknown. To include all possible cases, with the probability viewpoint, a truncated Gaussian distribution is employed to describe them. To ensure the filtering error systems to be finite-time stochastic stable with a prescribed noise attenuation level, sufficient conditions for the H ∞ filter design are yielded in terms of solvability of a set of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed method.
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