H∞H∞ filtering of periodic Markovian jump systems: Application to filtering with communication constraints

In this note, a bounded real lemma (BRL) is established for discrete-time periodic Markov jump linear systems (MJLS) with nonhomogeneous finite state Markov chain. The BRL is formulated as a finite linear matrix inequality (LMI) feasibility problem. An application to H∞H∞ filtering for systems subject to limited communication capacity is then presented.