Energy-to-peak filtering for Markov jump systems

The energy-to-peak filtering problem of Markov jump systems is investigated in this paper. Based on the definition of generalized H/sub 2/ gain index extended from deterministic systems, the existence condition and design method for filter are presented to achieve a prespecified peak level of estimation error against all bounded-energy noises. Moreover, by minimizing the peak value, an optimal energy-to-peak guaranteed gain index is obtained. Applying matrix transformation and variable substitution, the main results are provided by LMI form.