Multi-target Filtering Of Discrete Markov Jump System

The filtering problem is one of the important issues for system control and filtering,which is widely used in the state estimation. Filtering is to estimate an unknown hidden state when the system model exist uncertainty. However, structural changes within the system and parameters hopping signal estimation will bring great difficulties, so robust filtering of Markov jump system that maximize the description of the systems model systems ,which attract scholars of all ages. This paper has solve the problem that bounded noise energy level and ensure disturbance attenuation filter for Markov jump system, and systems containing two different nature of the input noise filtering, including energy bounded noise and white noise.First,a brief introduction to the development of Markov jump systems and robust multi-target filtering, status, trends and practical significance, and an overview of the definitions, theorems, and tools involved in this research. After the order for intuitive clearer understanding of Markov jump systems robust filtering, and l2 -l? filter design for Markov jump systems with time-delay for the pilot, and the results of a numerical example and simulation diagram proof filter design .Then come to the research focus of this paper, robust multi-target filtering for Markov jump systems, and there are two properties of the system to filter out noise .In this part, design H2/H? filter and l1/H? filter of Markov jump systems. The filter must ensure the stability of the filtering error system, the final analysis of the effect of the designed filter through the simulation results are preliminary achieved the desired results.LMI method is using to design to filter in this paper, through inequality matrix to get the filter parameters and the optimal performance index, a measure determined by estimating the error filter effect.