Finite-time boundedness filtering for discrete-time Markovian jump system subject to partly unknown transition probabilities

This paper investigates the problem of finite-time boundedness filtering for discrete-time Markovian jump system subject partly unknown transition probabilities. By using the multiple Lyapunov function approach, a novel sufficient condition for finite-time bounded of H ∞ filtering is derived and the system trajectory stays within a prescribed bound during a specified time interval. Finally, an example is provided to illustrate the usefulness and effectiveness of the proposed method.