Mode-independent H ∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process

This study investigates the problem of mode-independent H ∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process. Different from the existing studies in the literature, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of this paper is to design mode-independent filter, such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H ∞ performance index. Using the linear matrix inequality(LMI) and the Lyapunov functional method, sufficient conditions for the solution to the H ∞ filtering problem are derived. Finally, numerical examples are presented to demonstrate the effectiveness of the theoretical results.