Robust H∞ filtering for uncertain multi-state-delay jumping systems

In this paper, we examine the robust H_∞ filtering problem for linear, uncertain multi-state-delay systems with Markovian jump parameters. The uncertainties are time-varying and norm-bounded parametric uncertainties and the delay factor is arbitrary time-varying. We provide initially a robust stochastic stability result with a prescribed performance measure. Then we design a linear casual filter using linear matrix inequality procedure, which ensures a prescribed disturbance attenuation level from the disturbance signal to the filtering error.