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

摘要

The problem of delay-dependent 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_∞ performance index in terms of linear matrix inequality (LMI) approach. Based on the BRL, the 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.