H∞ filtering with random communication delays via jump linear system approach

H-infinity filter of discrete-time linear system with random but bounded communication delays in the output can be modeled as finite dimensional, discrete-time jump linear system with mode dependent delays, and the transition jumps being modeled as finite-state Markov chains. A methodology for designing discrete-time Markovian jump linear filters which ensure a prescribed bound on the l(2)-induced gain form the noise signals to the estimation error is develop. The proposed design is based on the solution of an iterative procedure of a linear matrix inequality minimum problem. A numerical example is given to demonstrate our results.