Decentralized H∞ filtering for interconnected Markovian jump systems with delays

This paper investigates the problem of decentralized H_∞ filtering for a class of interconnected Markovian jump systems with constant time delays. By utilizing a proper mode-dependent centralized Lyapunov functional together with the so-called Jensen´s inequality, the sufficient conditions for the existence of both delay-dependent and mode-dependent decentralized filters are obtained, which guarantee that the filtering error system is stochastically stable with a prescribed H_∞ disturbance attenuation level. The obtained filters design conditions are expressed in terms of linear matrix inequalities (LMIs), which can be easily solved by a convex optimization software.