H_∞ Filtering for Uncertain Periodic Markov Jump Systems with Periodic and Partly Unknown Information

This paper studies the problem of H_∞ filtering for a class of uncertain discrete-time periodic Markov jump systems with partly unknown and periodic transition probabilities, which is described as a polytope. By using Lyapunov function, periodic H_∞ filter is designed, which ensures that the periodic dynamic system is stochastically stable and satisfies a prescribed H_∞ performance index. A numerical example is presented to illustrate the effectiveness of the proposed theoretical results.