摘要：AbstractThis paper investigates the ℋ∞ filtering problem for a class of discrete time-varying Markovian jump systems with partly unknown transition probabilities and sensor saturation. The systems under consideration are more general, which cover the Markovian jump systems with completely known and completely unknown transition probabilities as two special cases. A full-order time-varying filter is constructed over a given finite-horizon, such that the ℋ∞ disturbance attenuation level is guaranteed for the time-varying Markovian jump systems in the presence of the sensor saturation. The existence criterion of the desired filter is obtained in terms of a set of recursive linear matrix inequalities. A numerical example is presented to illustrate the effectiveness of the developed theoretical results.
