<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">JAMP</journal-id><journal-title-group><journal-title>Journal of Applied Mathematics and Physics</journal-title></journal-title-group><issn pub-type="epub">2327-4352</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/jamp.2023.111002</article-id><article-id pub-id-type="publisher-id">JAMP-122310</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  Event-Triggered Finite-Time &lt;i&gt;H&lt;/i&gt;&lt;sub&gt;∞&lt;/sub&gt; Filtering for Discrete-Time Nonlinear Stochastic Systems
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Aiqing</surname><given-names>Zhang</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Yunyuan</surname><given-names>Dong</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>School of Artificial Intelligence, Jianghan University, Wuhan, China</addr-line></aff><pub-date pub-type="epub"><day>06</day><month>01</month><year>2023</year></pub-date><volume>11</volume><issue>01</issue><fpage>13</fpage><lpage>21</lpage><history><date date-type="received"><day>4,</day>	<month>December</month>	<year>2022</year></date><date date-type="rev-recd"><day>6,</day>	<month>January</month>	<year>2023</year>	</date><date date-type="accepted"><day>9,</day>	<month>January</month>	<year>2023</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  This paper addresses the problem of event-triggered finite-time 
  <em>H</em>
  <sub>∞</sub> 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 
  <em>H</em>
  <sub>∞</sub> filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired 
  <em>H</em>
  <sub>∞</sub> filter gain matrices can be expressed in an explicit form.
 
</p></abstract><kwd-group><kwd>Event-Triggered Scheme</kwd><kwd> Discrete-Time Nonlinear Stochastic Systems</kwd><kwd> Stochastic Finite-Time Stable</kwd><kwd> Linear Matrix Inequalities (LMIS)</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>During the past few decades, there has been a rapidly growing interest in nonlinear stochastic systems. Based on the fundamental stochastic stability theory [<xref ref-type="bibr" rid="scirp.122310-ref1">1</xref>] and Lyapunov-Krasovskii functional [<xref ref-type="bibr" rid="scirp.122310-ref2">2</xref>], some results can be found in the literature [<xref ref-type="bibr" rid="scirp.122310-ref3">3</xref>] - [<xref ref-type="bibr" rid="scirp.122310-ref15">15</xref>]. Specifically, problems of stochastic stabilization and destabilization were studied for nonlinear differential equations by noise and impulsive stochastic nonlinear systems respectively in [<xref ref-type="bibr" rid="scirp.122310-ref4">4</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref6">6</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref10">10</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref14">14</xref>]. References [<xref ref-type="bibr" rid="scirp.122310-ref5">5</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref7">7</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref11">11</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref12">12</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref15">15</xref>] investigated state-feedback and output feedback stabilization problems for stochastic nonlinear systems and stochastic delay nonlinear systems. Fault detection filter and full-order H<sub>∞</sub> filter were provided for nonlinear stochastic systems and nonlinear switched stochastic systems in terms of second-order nonlinear Hamilton-Jacobi inequalities and T-S fuzzy framework respectively in references [<xref ref-type="bibr" rid="scirp.122310-ref3">3</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref8">8</xref>]. Dissipativity and tracking control problems were presented for nonlinear stochastic dynamical systems in references [<xref ref-type="bibr" rid="scirp.122310-ref9">9</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref13">13</xref>].</p><p>On the other hand, increasing effort has been paid to the study of event-triggered control (ETC) of nonlinear stochastic systems due to their significance in science and engineering applications. Many important results have been presented for event-triggered control of nonlinear stochastic systems in references [<xref ref-type="bibr" rid="scirp.122310-ref16">16</xref>] - [<xref ref-type="bibr" rid="scirp.122310-ref24">24</xref>]. Dynamic event-triggered control, dynamic self-triggered control and event-triggered stability were investigated for a class of nonlinear stochastic systems by introducing an additional internal dynamic variable in [<xref ref-type="bibr" rid="scirp.122310-ref16">16</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref17">17</xref>]. Based on event-triggered predictive control (ETPC) scheme, a novel discrete-time feedback law was designed for the stabilization of continuous-time stochastic systems with output delay in [<xref ref-type="bibr" rid="scirp.122310-ref24">24</xref>]. The input-to-state practically exponential mean-square stability of stochastic nonlinear delay systems with exogenous disturbances was provided and a framework of event-triggered stabilization was received for the stochastic systems without applying the well-known Lyapunov theorem respectively in [<xref ref-type="bibr" rid="scirp.122310-ref18">18</xref>] and [<xref ref-type="bibr" rid="scirp.122310-ref21">21</xref>]. Periodic event-generators and continuous event-enerators were studied in both static and dynamic cases in [<xref ref-type="bibr" rid="scirp.122310-ref19">19</xref>]. Reference [<xref ref-type="bibr" rid="scirp.122310-ref20">20</xref>] addressed the dynamic event-based fault detection problem of nonlinear stochastic systems influenced by random nonlinearity, data transmission delays and packet dropout. Based on fuzzy technique, the problem of event-triggered optimized control for uncertain nonlinear It&#244;-type stochastic systems with time-delay was addressed in [<xref ref-type="bibr" rid="scirp.122310-ref22">22</xref>]. The modified unscented Kalman filter was proposed for stochastic nonlinear system with Markov packet dropout in [<xref ref-type="bibr" rid="scirp.122310-ref23">23</xref>].</p><p>Although the problem of event-triggered control for nonlinear stochastic systems has been investigated, there has little literature on filtering problem for discrete-time nonlinear stochastic systems. With above inspirations, we aim to propose an event-triggered finite-time filtering scheme for discrete-time nonlinear stochastic systems with exogenous disturbance. We present the definition of SFTS into a class of discrete-time nonlinear stochastic systems. By employing the event-triggered strategy, we construct a detection filter such that the resulting filter error augmented system is SFTS. Sufficient conditions for SFTS of the filter error system is established by constructing the Lyapunov-Krasovskii functional candidate combined with LMIs. The desired event-triggered finite-time filter can be constructed by solving a set of LMIs.</p><p>This paper is organized as the following. First, some preliminaries and the problem formulation are introduced in Section 2. In Section 3, in terms of event-triggered technique, a sufficient condition for SFTS of the filter error system is established and a method for designing the corresponding filter is presented. Finally, some conclusions are drawn in Section 4.</p><p>Notation: Throughout this paper, the notations used are quite standard. We use R n to denote the n-dimensional Euclidean space. R &gt; 0 denotes a symmetric positive definite matrix. The symbol * in a matrix denotes a term that is defined by symmetry of the matrix. I and 0 denote the identity and zero matrices with appropriate dimensions. λ max ( R ) and λ min ( R ) denote the maximum and the minimum of the eigenvalues of a real symmetric matrix R. The superscript T denotes the transpose for vectors or matrices. Ξ ( P ) is the mathematical expectation of P. Matrices, if not explicitly stated, are with compatible dimensions.</p></sec><sec id="s2"><title>2. Problem Formulation and Preliminaries</title><p>We shall consider the following discrete-time nonlinear stochastic system:</p><p>{ x ( k + 1 ) = A x ( k ) + f ( k , x ( k ) ) + D 1 v ( k ) + g ( k , x ( k ) ) ϖ ( k ) y ( k ) = C x ( k ) + D 2 v ( k ) z ( k ) = L x ( k ) , x ( 0 ) = x 0 ∈ R n (1)</p><p>where x ( k ) ∈ R n , y ( k ) ∈ R m , v ( k ) ∈ R p , z ( k ) ∈ R q , are state vector, measurement output, external disturbance, and controlled output respectively, ϖ ( k ) is a one-dimensional zero-mean process which satisfies</p><p>Ξ [ ω ( k ) ] = 0 , Ξ [ ω ( i ) ω ( j ) ] = 0 , i ≠ j , Ξ [ ω 2 ( k ) ] = δ (2)</p><p>where Ξ is the expected value. Here δ &gt; 0 is a known scalar. The matrices A , C , D 1 D 2 , L are constant matrices with appropriate dimensions.</p><p>Assumption 1 The nonlinear functions f ( k , x ( k ) ) and g ( k , x ( k ) ) satisfy the following quadratic inequalities:</p><p>| f ( k , x ( k ) ) − f ( k , x ˜ ( k ) ) | 2 ≤ ε 1 2 | x ( k ) − x ˜ ( k ) | 2</p><p>| g ( k , x ( k ) ) − g ( k , x ˜ ( k ) ) | 2 ≤ ε 2 2 | x ( k ) − x ˜ ( k ) | 2</p><p>for all x ( k ) , x ˜ ( k ) ∈ R n , where ε 1 , ε 2 &gt; 0 are constants related to the function f ( k , x ( k ) ) , g ( k , x ( k ) ) .</p><p>Assume that { t k } k ∈ N denotes the triggered instants and there is no time-delay in sampler and actuator, t 0 &lt; t 1 &lt; t 2 &lt; ⋯ &lt; t k &lt; t k + 1 , t k ≤ k &lt; t k + 1 . x ( t k ) is the current sampled system state, t k + 1 is the next sampled instant, which can be determined by the event-trigger, and x ( t 0 ) = x 0 is chosen as the initial sampled state.</p><p>In this paper, the event-triggering schemes are described by</p><p>t k + 1 = inf { k ≥ t k | e y ( k ) T Q e y ( k ) − η y T ( k ) Q y ( k ) &gt; 0 } , (3)</p><p>where e y ( k ) = y ( k ) − y ( t k ) , η is a constant and Q = Π T Π is a symmetric and positive definite matrix with appropriate dimension to be determined.</p><p>We now consider the following filter:</p><p>{ x ^ ( k + 1 ) = A f x ^ ( k ) + B f y ( t k ) z ^ ( k ) = L f x ^ ( k ) (4)</p><p>where x ^ ( k ) ∈ R n is the filter state, and matrices A f , B f , L f are filter parameters with compatible dimensions to be determined.</p><p>Define x &#175; ( k ) = [ x T ( k ) x ^ T ( k ) ] , z &#175; ( k ) = z ( k ) − z ^ ( k ) . Then the filtering error system is</p><p>{ x &#175; ( k + 1 ) = A &#175; x &#175; ( k ) + F &#175; ( k , x ( k ) ) + D &#175; v &#175; ( k ) − B &#175; f K e &#175; y ( k ) + G &#175; ( k , x ( k ) ) ϖ ( k ) z &#175; ( k ) = L &#175; x &#175; ( k ) (5)</p><p>where</p><p>A &#175; = [ A 0 B f C A f ] , F &#175; ( k , x ( k ) ) = [ f ( k , x ( k ) ) 0 ] , G &#175; ( k , x ( k ) ) = [ g ( k , x ( k ) ) 0 ] ,</p><p>D &#175; = [ D 1 0 B f D 2 0 ] , B &#175; f = [ 0 B f ] , L &#175; = [ L − L f ] , e &#175; y ( k ) = [ e y ( k ) 0 ] ,</p><p>v &#175; ( k ) = [ v ( k ) 0 ] , K = [ I 0 ] .</p><p>Before providing the main results, we summarize several needed definitions and lemmas from the literature.</p><p>Definition 2.1 The filtering error system (5) with event-triggered scheme (3) and v ( k ) = 0 is said to be stochastic finite-time stable (SFTS) with respect to ( c 1 , c 2 , P , N ) , where P &gt; 0 , 0 &lt; c 1 &lt; c 2 , if the following relation holds:</p><p>Ξ [ x T ( 0 ) P x ( 0 ) ] &lt; c 1 ⇒ Ξ [ x T ( k ) P x ( k ) ] &lt; c 2 for all k ∈ 1 , 2 , ⋯ , N .</p><p>Definition 2.2 For γ &gt; 0 , suppose the event-triggered residual system in (5) is stochastic finite-time stable (SFTS) with respect to ( c 1 , c 2 , P , N ) , then system (5) is said to have a weighted H<sub>∞</sub> attenuation level γ for all nonzero v ( k ) ∈ l 2 [ 0 , ∞ ) , if the following inequality holds:</p><p>Ξ { ∑ k = k 0 ∞ z &#175; T ( k ) z &#175; ( k ) } &lt; γ 2 ∑ k = k 0 ∞ v &#175; T ( k ) v &#175; ( k ) (6)</p><p>Lemma 2.1 ( [<xref ref-type="bibr" rid="scirp.122310-ref25">25</xref>]). Let Ω ∈ R n &#215; n be a symmetric matrix, and let x ∈ R n , then the following inequality holds</p><p>λ min ( Ω ) x T x ≤ x T Ω x ≤ λ max ( Ω ) x T x . (7)</p><p>Lemma 2.2 (Schur complement [<xref ref-type="bibr" rid="scirp.122310-ref26">26</xref>] [<xref ref-type="bibr" rid="scirp.122310-ref27">27</xref>]) Given a symmetric matrix ϕ = [ ϕ 11 ϕ 12 ϕ 21 ϕ 22 ] , the following three conditions are equivalent to each other:</p><p>1) ϕ &lt; 0 ;</p><p>2) ϕ 11 &lt; 0 , and ϕ 22 − ϕ 12 T ϕ 11 − 1 ϕ 12 &lt; 0 ;</p><p>3) ϕ 22 &lt; 0 , and ϕ 11 − ϕ 12 ϕ 22 − 1 ϕ 12 T &lt; 0 .</p></sec><sec id="s3"><title>3. Main Results</title><p>In this section, we focus on stochastic finite-time stable (SFTS) with respect to ( c 1 , c 2 , P , N ) of the event-triggered residual system in (5), and propose sufficient conditions of system performance analysis.</p><p>Theorem 3.1 For given constants γ , η , δ &gt; 0 and μ &gt; 1 , suppose that there exist symmetric positive definite matrices R = P 1 2 Ω P 1 2 such that the following LMIs hold</p><p>Θ &lt; 0 (8)</p><p>where</p><p>Θ = [ Θ 11 Θ 12 Θ 13 Θ 14 Θ 15 Θ 16 * Θ 22 Θ 23 0 0 0 * * − γ 2 I 0 0 0 * * * − η 1 2 I 0 0 * * * * − I 0 * * * * * − Ω − 1 ]</p><p>μ N − k 0 λ max ( Ω ) c 1 λ min ( Ω ) ≤ c 2 ,</p><p>Θ 11 = A &#175; T R A &#175; + A &#175; T R Ψ 1 + Ψ 1 T R A &#175; + Ψ 1 T R Ψ 1 + δ   Ψ 2 T R Ψ 2 − μ R ,</p><p>Θ 12 = − A &#175; T R B &#175; f K − Ψ 1 T R B &#175; f K , Θ 13 = A &#175; T R D &#175; + Ψ 1 T R D &#175; , Ψ i = [ ε i 0 0 0 ] , i = 1 , 2 ,</p><p>Θ 14 = [ Π &#175; C &#175; 0 Π &#175; D &#175; 2 ] T , Θ 15 = [ L &#175; 0 0 ] T , Θ 15 = [ 0 0 P 1 2 D &#175; ] T ,</p><p>Θ 22 = K T B &#175; f T R B &#175; f K , Θ 23 = − K T B &#175; f T R D &#175; , Q &#175; = [ Q 0 0 0 ] = Π &#175; T Π &#175; ,</p><p>Q &#175; 1 = C &#175; T Π &#175; T Π &#175; C &#175; , Q &#175; 2 = C &#175; T Π &#175; T Π &#175; D &#175; 2 , Q &#175; 3 = D &#175; 2 T Π &#175; T Π &#175; D &#175; 2 ,</p><p>Π &#175; = [ Π 0 ] , C &#175; = [ C 0 ] , D &#175; 2 = [ D 2 0 ] .</p><p>Proof: Consider the following Lyapunov function candidate for system (5):</p><p>V ( x &#175; ( k ) ) = x &#175; T ( k ) R x &#175; ( k ) (9)</p><p>Then, based on assumption 1, (8) and Schur complement, it follows that</p><p>Γ ( k ) ≜ Ξ [ V ( x &#175; ( k + 1 ) ) − μ V ( x &#175; ( k ) ) ] = [ A &#175; x &#175; ( k ) + F &#175; ( k , x ( k ) ) − B &#175; f K e &#175; y ( k ) + G &#175; ( k , x ( k ) ) ϖ ( k ) ] T R [ A &#175; x &#175; ( k )       + F &#175; ( k , x ( k ) ) − B &#175; f K e &#175; y ( k ) + G &#175; ( k , x ( k ) ) ϖ ( k ) ] − μ x &#175; T ( k ) R x &#175; ( k ) = [ x &#175; T ( k ) e &#175; y ( k ) T ] [ Γ 11 Γ 12 * Γ 22 ] [ x &#175; ( k ) e &#175; y ( k ) ] &lt; 0 (10)</p><p>where Γ 11 = Θ 11 , Γ 12 = Θ 12 , Γ 22 = Θ 22 .</p><p>Then for ∀ k ∈ [ t k , t k + 1 ) , we have</p><p>Ξ [ V ( x &#175; ( k ) ) ] ≤ Ξ [ μ V ( x &#175; ( k − 1 ) ) ] . (11)</p><p>Proceeding in an iterative fashion, we obtain the following inequality:</p><p>Ξ [ V ( x &#175; ( k ) ) ] &lt; μ k − k 0 Ξ [ V ( x &#175; ( k 0 ) ) ] = μ k − k 0 Ξ [ V ( x &#175; ( 0 ) ) ] ≤ μ N − k 0 λ max ( Ω ) c 1 (12)</p><p>On the other hand, it can be derived from (9) and lemma 2.1 that</p><p>Ξ [ V ( x &#175; ( k ) ) ] ≥ λ min ( Ω ) Ξ [ x &#175; T ( k ) P x &#175; ( k ) ] . (13)</p><p>Thus we have that</p><p>Ξ [ x &#175; T ( k ) P x &#175; ( k ) ] ≤ μ N − k 0 λ max ( Ω ) c 1 λ min ( Ω ) ≤ c 2 . (14)</p><p>According to Definition 2.1, the filter error systems (5) with v ( k ) = 0 is SFTS.</p><p>Next, we prove the event-based residual system in (5) satisfies H<sub>∞</sub> performance value.</p><p>In view of event condition (3) (8), together with Lemma 2.2, the following inequality can be deduced:</p><p>T ( k ) ≜ Ξ [ V ( x &#175; ( k + 1 ) ) − μ V ( x &#175; ( k ) ) + η y T ( k ) Q y ( k ) − e y ( k ) T Q e y ( k )     + z &#175; T ( k ) z &#175; ( k ) − γ 2 v &#175; T ( k ) v &#175; ( k ) ] = [ A &#175; x &#175; ( k ) + F &#175; ( k , x ( k ) ) + D &#175; v &#175; ( k ) − B &#175; f K e &#175; y ( k ) + G &#175; ( k , x ( k ) ) ϖ ( k ) ] T     &#215; R [ A &#175; x &#175; ( k ) + F &#175; ( k , x ( k ) ) + D &#175; v &#175; ( k ) − B &#175; f K e &#175; y ( k ) + G &#175; ( k , x ( k ) ) ϖ ( k ) ]</p><p>    − μ x &#175; T ( k ) R x &#175; ( k ) + η [ C x ( k ) + D 2 v ( k ) ] T R [ C x ( k ) + D 2 v ( k ) ]     − e y ( k ) T Q e y ( k ) + z &#175; T ( k ) z &#175; ( k ) − γ 2 v &#175; T ( k ) v &#175; ( k ) = [ x &#175; T ( k ) e &#175; y ( k ) T v &#175; T ( k ) ] [ T 11 T 12 T 13 * T 22 T 23 * * T 33 ] [ x &#175; ( k ) e &#175; y ( k ) v &#175; ( k ) ] &lt; 0 (15)</p><p>where</p><p>T 11 = A &#175; T R A &#175; + A &#175; T R Ψ 1 + Ψ 1 T R A &#175; + Ψ 1 T R Ψ 1 + δ   Ψ 2 T R Ψ 2 − μ R + η Q &#175; 1 + L &#175; T L &#175; ,</p><p>T 12 = − A &#175; T R B &#175; f K − Ψ 1 T R B &#175; f K , T 13 = A &#175; T R D &#175; + Ψ 1 T R D &#175; + η Q &#175; 2 ,</p><p>T 22 = K T B &#175; f T R B &#175; f K − Q &#175; , T 23 = Θ 23 , T 33 = D &#175; T R D &#175; + η Q &#175; 3 − γ 2 I ,</p><p>Q &#175; = [ Q 0 0 0 ] , Q &#175; 1 = [ C T Q C 0 0 0 ] , Q &#175; 2 = [ C T Q D 2 0 0 0 ] , Q &#175; 3 = [ D 2 T Q D 2 0 0 0 ] .</p><p>Then we can conclude that (6) holds. It can be concluded that the event-triggered residual system in (5) possesses a prescribed H<sub>∞</sub> performance index proposed in Definition 2.2. Thus the proof is completed.</p><p>The following theorem will set forth our filter design method for the system (1).</p><p>Theorem 3.2 For given constants γ , η , δ &gt; 0 and μ &gt; 1 , the filtering error system (5) with the event-triggering strategy (3) is SFTS with respect to ( c 1 , c 2 , P , N ) and the error signal satisfies (6), if there exist positive definite matrix</p><p>R = [ R 11 R 12 R 12 T R 22 ] and matrices G 1 , G 2 , G 3 with appropriate dimensions satisfying:</p><p>Θ ˜ &lt; 0 , (16)</p><p>where</p><p>Θ ˜ = [ Θ ˜ 11 Θ ˜ 12 Θ ˜ 13 Θ ˜ 14 Θ ˜ 15 Θ ˜ 16 * Θ ˜ 22 Θ ˜ 23 0 0 0 * * − γ 2 I 0 0 0 * * * − η 1 2 I 0 0 * * * * − I 0 * * * * * − P 1 2 R − 1 P 1 2 ] , (17)</p><p>Θ ˜ 11 = A ˜ T R A ˜ + A ˜ T R Ψ 1 + Ψ 1 T R A ˜ + Ψ 1 T R Ψ 1 + δ   Ψ 2 T R Ψ 2 − μ R ,</p><p>Θ ˜ 12 = − A ˜ T R B ˜ f K − Ψ 1 T R B ˜ f K , Θ ˜ 13 = A ˜ T R D &#175; + Ψ 1 T R D &#175; , Θ ˜ 14 = Θ 14 ,</p><p>Θ ˜ 15 = [ L ˜ 0 0 ] , Θ ˜ 16 = Θ 16 , Θ ˜ 22 = B ˜ f T R B ˜ f K ,</p><p>Θ ˜ 23 = − K T B ˜ f T R D &#175; A ˜ = [ A 0 R 22 − 1 G 2 C R 12 − 1 G 1 ] ,</p><p>B ˜ f = [ 0 R 22 − 1 G 2 ] , L ˜ = [ L − G 3 ] .</p><p>Moreover, the suitable filter parameters A f , B f , L f in system (4) can be given by</p><p>A f = R 12 − 1 G 1 , B f = R 22 − 1 G 2 , L f = G 3 . (18)</p><p>Proof By Theorem 3.1, let A f = R 12 − 1 G 1 , B f = R 22 − 1 G 2 , L f = G 3 , then the condition (8) is equivalent to (16).</p></sec><sec id="s4"><title>4. Conclusion</title><p>In this paper, we have introduced the concept of SFTS into a class of discrete-time nonlinear stochastic systems with exogenous disturbances. We have addressed the event-triggered finite-time filter designing problem. A sufficient condition is provided to guarantee the SFTS of the filter error system. For the presented event-triggering schemes, the criteria for the event-based filter residual systems with a prescribed performance level γ were established by adopting Lyapunov-Krasovski function method. Sufficient conditions for H<sub>∞</sub> performance analysis and corresponding filter designing technique have been provided in a given finite-time interval in terms of LMIs technique, respectively.</p></sec><sec id="s5"><title>Conflicts of Interest</title><p>The authors declare no conflicts of interest regarding the publication of this paper.</p></sec><sec id="s6"><title>Cite this paper</title><p>Zhang, A.Q. and Dong, Y.Y. (2023) Event-Triggered Finite-Time H<sub>∞</sub> Filtering for Discrete-Time Nonlinear Stochastic Systems. Journal of Applied Mathematics and Physics, 11, 13-21. https://doi.org/10.4236/jamp.2023.111002</p></sec></body><back><ref-list><title>References</title><ref id="scirp.122310-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">Mao, X.R. (2007) Stochastic Differential Equations and Their Applications. 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