Robust H∞ Filtering for Discrete-time Markovian Jump Systems with Time-varying Delay and Parametric Uncertainties

In this paper, the problem of robust H ∞ filtering for discrete-time Markovian jump systems with time-varying delay and norm-bounded parametric uncertainties is investigated. The parameter uncertainties in the systems satisfy a norm-bounded conditions, and the time-varying delayis unknown with given lower and upper bounds. A filter is designed in the presence of time-varying delay and parameter uncertainties. The filtering error system is proved to be stochastic bounded and satisfy correlative H ∞ performance. Sufficient criteria are derived via constructing a novel delay-dependent Lyapunov-Krasonskii functional with convex hull and solving linear matrix inequalities (LMI), which guarantee the filtering error system to be stochastic finite-time boundedness in H ∞ sense.