Improved H∞ filter design for discrete-time Markovian jump systems with time-varying delay

This paper is concerned with the H∞ filter design for a class of discrete-time Markovian jump systems with time-varying delay. By constructing an appropriate Lyapunov-Krasovskii functional and applying Wirtinger-based inequality for discrete-time context combined with reciprocally convex approach, an improved stability criterion is obtained. Then a delay-dependent H∞ performance condition is achieved for the system. Moreover, a desired filter is constructed based on the performance analysis, which guarantees the filtering error system to be stochastically stable and satisfying a prescribed H∞ performance level. In the end, some numerical examples are provided to illustrate the effectiveness and superiority of the new criterion.