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

This 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.

Automated summary

This 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. The concept of extended dissipativity in infinite-time domain is extended to the finite-time case using a more general performance index named as finite-time exponentially extended dissipativity. Sufficient conditions are established to guarantee that the filtering error dynamics are finite-time stochastically bounded with the exponentially extended dissipative performance by employing a series of novel and effective schemes. An asynchronous filter is successfully designed by solving a set of linear matrices inequalities. Numerical examples are given to demonstrate the effectiveness of the proposed methods.