%0 Journal Article
%T Stochastic finite
%A Bo Wang
%A Fucheng Zou
%A Jun Cheng
%J Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering
%@ 2041-3041
%D 2019
%R 10.1177/0959651818770337
%X This article investigates the problem of the stochastic finite-time H ¡Þ filtering for continuous nonlinear Markovian jump systems with partly known transition probabilities. Based on linear matrix inequality techniques, a novel Lyapunov function is constructed to design a filter with a prescribed finite-time H ¡Þ performance index. Reciprocally, convex approach is introduced to decrease the conservatism of achieved criteria. Finally, some numerical simulations are carried out to demonstrate the effectiveness of developed method
%K Filtering
%K finite-time
%K nonlinear
%K Markovian jump system
%K transition probability
%U https://journals.sagepub.com/doi/full/10.1177/0959651818770337