Finite-time boundedness of a class of discrete-time Markovian jump systems with piecewise-constant transition probabilities subject to average dwell time switching

Abstract

This paper investigates the problem of finite-time boundedness of a class of discrete-time Markovian jump systems with piecewise-constant transition probabilities subject to average dwell time switching. Another set of useful regime-switching models has been given for both fixed transition probability Markov switching models and time-varying transition probabilities. Based on the knowledge of average dwell time and multiple Lyapunov function, a novel sufficient condition for finite-time boundedness of H∞ filtering is derived and the system trajectory stays within a prescribed bound. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.