Event-based finite-time state estimation for Markovian jump systems with quantizations and randomly occurring nonlinear perturbations

This paper is concerned with finite-time state estimation for Markovian jump systems with quantizations and randomly occurring nonlinearities under event-triggered scheme. The event triggered scheme and the quantization effects are used to reduce the data transmission and ease the network bandwidth burden. The randomly occurring nonlinearities are taken into account, which are governed by a Bernoulli distributed stochastic sequence. Based on stochastic analysis and linear matrix inequality techniques, sufficient conditions of stochastic finite-time boundedness and stochastic H. finite-time boundedness are firstly derived for the existence of the desired estimator. Then, the explicit expression of the gain of the desired estimator are developed in terms of a set of linear matrix inequalities. Finally, a numerical example is employed to demonstrate the usefulness of the theoretical results. (C) 2016 ISA. Published by Elsevier Ltd. All rights reserved.