Quantized H∞ Filtering for Continuous-Time Nonhomogeneous Markov Jump Systems

This paper investigates the problems of quantizedH infinity filtering for continuous-time nonhomogeneous Markov jump systems. The transition probability matrix is assumed to be time-varying and lies in a convex bounded domain. Firstly, we design theH infinity filter with a mode-dependent logarithmic quantizer. Then based on the mode-dependent and parameter-dependent Lyapunov function, the stochastic stability with a prescribedH infinity performance index is guaranteed by fully considering the information of time-varying transition probability. Specifically, stability criteria are established to make system stochastically stable and a cost function is given to satisfy theH infinity performance. Finally, both numerical examples and practical example are given to illustrate the less conservatism and the feasibility of the proposed quantized filer design methods.