Partially mode-dependent H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

This paper is concerned with the partially mode-dependent H-infinity filtering problem for discrete-time Markovian jump systems with partly unknown transition probabilities via different techniques, where the unknown elements are estimated. New version of bounded real lemma for discrete-time Markovian jump systems with partly unknown transition probabilities is presented. Based on the obtained criterion and via a stochastic variable satisfying Bernoulli random binary distribution, new H-infinity filter with partially mode-dependent characterization is established in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to show the effectiveness of the proposed design method. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.