H∞ filtering for a class of singular Markovian jump systems with time-varying delay

This paper deals with the H infinity filtering problem for a class of singular Markovian jump systems with time-varying delay. The singular matrices E-r(t) in the considered system are mode-dependent. We aim to design a filter ensuring that the filtering error system is mean-square exponentially admissible and satisfies a prescribed H infinity performance level. Using the Lyapunov functional method and the free-weighting matrix method, a delay-dependent sufficient condition for the existence of a desired filter is presented in the form of linear matrix inequalities (LMIs). Finally, some numerical examples are provided to show the effectiveness of the proposed approach. (c) 2012 Elsevier B.V. All rights reserved.