Robust filtering for discrete-time jump linear systems with time delay and uncertainties

This paper provides the robust filtering. problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties. The sufficient condition for the existence of solutions to the problem is presented in terms of a set of coupled linear matrix inequalities (LMIs), which guarantees that the augmented system is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. A numerical example is provided to illustrate the proposed design approach.