Robust H∞ filtering for uncertain discrete Markov jump singular systems with mode-dependent time delay

The robust H _infin filtering problem for mode-dependent time-delay discrete Markov jump singular systems with parameter uncertainties is discussed. Based on delay-dependent linear matrix inequalities, a Markov jump filter is designed, which guarantees that the filtering error system is regular, causal, stochastically stable and satisfies H _infin performance for all admissible uncertainties. The H _infin filter can be of full or of a reduced order. A numerical example is given to illustrate the effectiveness of the proposed method.