Decentralized finite-time H∞ filtering for interconnected Markovian jump system with interval mode-dependent delays

This paper concerns with the problem of finite-time H∞ filtering for a class of interconnected Markovian jump system with mode-dependent delays in the interconnection. Sufficient conditions guaranteeing the interconnected Markovian jump systems to be finite-time bounded are established by constructing an augmented Lyapunov-Krasovskii functional. The obtained conditions are delay-range-dependent and mode-dependent. Based on the results, the decentralized filter is proposed to guarantee the finite-time bounded and H∞ performance of the resulting augmented system for admissible disturbances. The desired filter parameters can be obtained via solving a group of linear matrix inequalities (LMIs). Finally, a numerical example is employed to illustrate the effectiveness of the proposed methods.