Design of robust H∞ filters for Markovian jump systems with time-varying delays and parametric uncertainties

The problem of designing robust H∞ filters for Markovian jump systems with time-varying delays and parametric uncertainties is studied. Some delay-dependent conditions for the existence of the desired H∞ filter are obtained via a new mode-dependent Lyapunov functional such that the corresponding filtering error system is robustly stochastically stable with a prescribed H∞ performance level. The attractive feature of the derived conditions is that they are expressed in terms of strict linear matrix inequalities, thus being easily solvable