H∞ Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information

This paper studies the problem of H-infinity filtering for a class of uncertain discrete-time periodic Markov jump systems with partly unknown and periodic transition probabilities, which is described as a polytope. By using Lyapunov function, periodic H-infinity filter is designed, which ensures that the periodic dynamic system is stochastically stable and satisfies a prescribed H-infinity performance index. A numerical example is presented to illustrate the effectiveness of the proposed theoretical results.