Improved H∞ filter design for discrete-time Markovian jump systems with time-varying delay

This paper is concerned with the H-infinity filter design for a class of discrete-time Markovian jump systems with time-varying delay. By constructing an appropriate Lyapunov-Krasovskii functional and applying Wirtinger-based inequality for discrete-time context combined with reciprocally convex approach, an improved stability criterion is obtained. Then a delay-dependent H-infinity performance condition is achieved for the system. Moreover, a desired filter is constructed based on the performance analysis, which guarantees the filtering error system to be stochastically stable and satisfying a prescribed H-infinity performance level. In the end, some numerical examples are provided to illustrate the effectiveness and superiority of the new criterion. (C) 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.