%0 Journal Article
%T Mode-Dependent Finite-Time <i>H</i><sub>¡Þ</sub> Filtering for Stochastic Nonlinear Systems with Markovian Switching
%A Aiqing Zhang
%J Journal of Applied Mathematics and Physics
%P 2112-2121
%@ 2327-4379
%D 2019
%I Scientific Research Publishing
%R 10.4236/jamp.2019.79144
%X This paper addresses the problem of finite-time <em>H</em><sub>¡Þ</sub> filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time <em>H</em><sub>¡Þ</sub> filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed <em>H</em><sub>¡Þ</sub> performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time <em>H</em><sub>¡Þ</sub> filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.
%K Stochastic Systems
%K &lt
%K i&gt
%K H&lt
%K /i&gt
%K &lt
%K sub&gt
%K ¡Þ&lt
%K /sub&gt
%K Filter
%K Finite-Time Stability
%K Linear Matrix Inequalities (LMIS)
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=95445