Non-fragile H∞ filtering for discrete-time Markov jump linear systems

This paper studies the problem of non-fragile H_∞ filtering for discrete-time Markov jump systems with partly unknown transition probabilities (TPs). The filter to be designed is designed to be mode-dependent and with mode-dependent additive gain variations, which are resulted from filter implementations. Firstly, by using Finsler´s Lemma, paper provides an improved mode-dependent non-fragile H_∞ filters design method with extra degrees of freedom. Then, with the help of the known part of the TPs sufficiently, a new simple design method is presented with less conservativeness. Finally, numerical examples are given to illustrate the superiority and the effectiveness of the proposed filtering method.