Finite-time \(H_\infty\) filtering for discrete-time singular Markovian jump systems with time delay and input saturation (Q2325148)

Summary: The paper is discussed with the problem of finite-time \(H_\infty\) filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a \(H_\infty\) filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed \(H_\infty\) attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested \(H_\infty\) filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.