Stochastic finite

This article investigates the problem of the stochastic finite-time H ∞ 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 ∞ 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