Resilient filtering for uncertain systems with Markov jump parameters

The design problem of resilient filter is studied for a class of uncertain Markov jump systems with norm-bounded unknown inputs. It's formulated as the H-infinity-filtering problem while considering the resilient disturbance of filter parameters. In the precondition of the systems' asymptotically stable, a sufficient condition for the solvability of the H-infinity-filtering problem and the resilient filter design approach are presented and proved by proper Lyapunov function and linear matrix inequalities. The design problem of the filter is described as an optimization one. Simulation results demonstrate the validity of the proposed approach.