H∞ filter design for Markovian jump linear systems with mode-dependent time-varying delays

This paper is concerned with the problem of H_infin filtering for a class of linear systems with Markovian jump parameters and mode-dependent time-varying delays. The Lyapunov-Krasovskii method is used to derive a new delay-dependent Bounded Real Lemma (BRL) incorporating with an integral inequality, which guarantees that the filtering error system is not only exponentially stable in the mean square sense and with a guaranteed level of H_infin noise attenuation as well. Then, some delay-dependent sufficient conditions for the existence of a suitable Markovian jump linear filter are established based on a set of strict linear matrix inequalities (LMIs). Some examples are given to show the effectiveness of the proposed method in this paper.