Robust filtering of stochastic jump systems with Markov communication delays

This paper considers the robust filtering problem of a class of Markovian jump systems with random communication delays. The plant under consideration is a class of Markovian jump systems with state-dependent noise, and network-induced transmission delay is considered. A mode-dependent filtering scheme is developed to guarantee that the resulting overall system is stochastically stable with a guaranteed H_∞ performance index. Finally, a numerical example is given to show the effectiveness of the designing filtering strategy.