Event-triggered H_∞ filtering of Markov jump systems with general transition probabilities

This paper investigates the H_∞ filtering of Markov jump systems with general transition probabilities which are known, uncertain and unknown. The transmission from sensor to filter is determined by a mode-dependent event-triggered scheme. The advantage of the scheme is that no restriction is imposed on a triggering scalar. Employing a zero-order-holder, the resulting filtering error system is expressed by Markov jump systems with time delay. With the aid of a relaxed Lyapunov–Krasovskii functional and the Finlser lemma, the desired H_∞ filter gains and the related triggering parameter are solved in a uniformed framework. It is shown that the proposed approach is less conservative than the existing one. Numerical examples are given to verify the validity of the proposed method.