Robust H∞ filtering for a class of Markovian jump systems with time-varying delays based on delta operator approach

Abstract

In this paper, the robust H∞ filtering problem for a class of discrete Markovian jump systems with time-varying delays and linear fractional uncertainties is investigated based on delta operator approach. Based on Lyapunov-Krasovskii functional in delta domain, new delay-dependent sufficient conditions for the solvability of this problem are presented in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired jump H∞ filter is given. The proposed method can unify some previous related continuous and discrete systems into the delta operator systems framework. Numerical examples are given to illustrate the effectiveness of the developed techniques