Finite-Time H∞ Filtering for Nonlinear Continuous-Time Singular Semi-Markov Jump Systems

The stochastic finite-time H-infinity filtering issue for a class of nonlinear continuous-time singular semi-Markov jump systems is discussed in this paper. Firstly, sufficient conditions on singular stochastic H-infinity finite-time boundedness for the filtering error system are established. The existence of a unique solution for the corresponding system is also ensured. Secondly, based on the bounds of the time-varying transition rate, without imposing constraints on slack variables, a novel approach to finite-time H-infinity filter design is proposed in the forms of strict LMIs, which guarantees the filtering error system is singular stochastic H-infinity finite-time bounded and of a unique solution. Compared with the existing ones, the presented results reveal less conservativeness. Finally, one numerical example is exploited to testify the advantage of the proposed design technique.