Finite‐time H∞ filtering for Markov jump systems with partially unknown transition rates

Summary The thesis studies a stochastic finite‐time bounded (SFTB) filter design method for time‐varying delay Markov jump systems (MJSs) with partially unknown transition rates. First, a Lyapunov–Krasovskii functional with triple integral is built, the free weight matrix is added for lowering the conservatism. And the condition of SFTB of the error system is analyzed. Then, according to linear matrix inequalities (LMIs), a new filter design method is presented. Moreover, the dimension of the filter obtained is free, and the filter ensures that the error system is SFTB. Finally, the validity and effectiveness of the conclusion of this paper are demonstrated by simulation examples.