Finite‐time exponentially extended dissipative filtering for singular time‐delay Markov jump systems with quantized outputs based on hidden Markov mode

Abstract

AbstractThis article investigates finite‐time exponentially extended dissipative filtering for singular Markov jump systems with time‐varying delays and quantized outputs. The filter and quantizer are both mode‐dependent and their modes are asynchronous with the system modes, which are described by hidden Markov model. A more general performance index named as finite‐time exponentially extended dissipativity is employed to make the concept of extended dissipativity in infinite‐time domain suitable for the finite‐time case. With the aid of a series of novel and effective schemes, sufficient conditions are established to guarantee that the filtering error dynamics are finite‐time stochastically bounded with the exponentially extended dissipative performance. An asynchronous filter is successfully designed by solving a set of linear matrices inequalities. Finally, numerical examples are given to demonstrate the effectiveness of proposed methods.