Delay-dependent H∞ performance analysis and filtering for Markovian jump systems with interval time-varying delays

This paper investigates the problems of H-infinity disturbance attenuation and H-infinity filtering for Markovian jump systems with interval time-varying delays. In terms of linear matrix inequalities, a less conservative delay-range-dependent H-infinity performance condition for Markovian jump systems is proposed by constructing a different Lyapunov-Krasovslcii functional. The resulting criterion has advantages over some previous ones in that they involve fewer matrix variables, but has less conservatism. Based on this new condition, an improved H-infinity filtering algorithm is developed. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright (C) 2009 John Wiley & Sons, Ltd.