H∞ filtering for a class of singular Markovian jump systems with time-varying delay

This paper deals with the H∞H∞ filtering problem for a class of singular Markovian jump systems with time-varying delay. The singular matrices Er(t)Er(t) in the considered system are mode-dependent. We aim to design a filter ensuring that the filtering error system is mean-square exponentially admissible and satisfies a prescribed H∞H∞ performance level. Using the Lyapunov functional method and the free-weighting matrix method, a delay-dependent sufficient condition for the existence of a desired filter is presented in the form of linear matrix inequalities (LMIs). Finally, some numerical examples are provided to show the effectiveness of the proposed approach.

► This paper deals with the H∞H∞ filtering for a class of singular Markovian jump systems with time-varying delay. ► The singular systems with mode-dependent singular matrices Er(t)Er(t) are studied. ► A new Lyapunov function is employed to help us with discussion.