Copyright © 2013 Shuping He. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper studies the resilient - filtering problem for a class of uncertain Markovian jumping systems within the finite-time interval. The objective is to design such a resilient filter that the finite-time - gain from the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value. Based on the selected Lyapunov-Krasovskii functional, sufficient conditions are obtained for the existence of the desired resilient - filter which also guarantees the stochastic finite-time boundedness of the filtering error dynamic systems. In terms of linear matrix inequalities (LMIs) techniques, the sufficient condition on the existence of finite-time resilient - filter is presented and proved. The filter matrices can be solved directly by using the existing LMIs optimization techniques. A numerical example is given at last to illustrate the effectiveness of the proposed approach.