Resilient \(L_2-L_\infty\) filtering of uncertain Markovian jumping systems within the finite-time interval (Q370213): Difference between revisions

Summary: This paper studies the resilient \(L_2-L_\infty\) filtering problem for a class of uncertain Markovian jumping systems within the finite-time interval. The objective is to design such a resilient filter that the finite-time \(L_2-L_\infty\) gain from the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value. Based on the selected Lyapunov-Krasovskii functional, sufficient conditions are obtained for the existence of the desired resilient \(L_2-L_\infty\) filter which also guarantees the stochastic finite-time boundedness of the filtering error dynamic systems. In terms of Linear Matrix Inequalities (LMIs) techniques, a sufficient condition on the existence of finite-time resilient \(L_2-L_\infty\) filter is presented and proved. The filter matrices can be solved directly by using the existing LMIs optimization techniques. A numerical example is given at last to illustrate the effectiveness of the proposed approach.