Partially mode-dependent design of H∞ filter for stochastic Markovian jump systems with mode-dependent time delays

This paper is concerned with the H∞ filtering problem for stochastic delay systems with Markovian jump parameters, where both the state dynamics and measurements of systems are corrupted by Wiener process. In contrast with traditional mode-dependent and mode-independent filtering methods, a new partially mode-dependent filter is established via using a mode-dependent Lyapunov function, where the system mode available to filter implementation is transmitted through an unreliable network and the stochastic property of mode available to a filter is considered. Sufficient conditions for the existence of H∞ filters are obtained as linear matrix inequalities. Finally, an example is used to show the effectiveness of the given theoretical results.