Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties

This paper studies the problem of robust image filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent image filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed image performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.