Delay-dependent H∞H∞ filtering for singular Markovian jump time-delay systems

The problem of delay-dependent H∞H∞ filtering is investigated for a kind of singular Markovian jump time-delay systems in this paper. Without performing the free-weighting matrices method, a delay-dependent bounded real lemma (BRL) is given ensuring the singular system achieves mean-square exponentially admissible and guarantees a prescribed H∞H∞ performance index in terms of linear matrix inequality (LMI) approach. Based on the BRL, the H∞H∞ filtering problem is solved and the desired filter can be constructed by solving the corresponding LMIs. Some numerical examples are given to show the effectiveness and the potential of the proposed techniques.