Event-Triggered Finite-Time <i>H</i><sub>∞</sub> Filtering for Discrete-Time Nonlinear Stochastic Systems

Abstract

This paper addresses the problem of event-triggered finite-time H ∞ filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H ∞ filter are obtained for the suggested system by employing linear matrix inequality technique.Finally, the desired H ∞ filter gain matrices can be expressed in an explicit form.