New Approach to Exponential H∞ Filtering for Uncertain Singular Systems with Markovian Switchings

Abstract

In this paper, the problem of exponential H∞ filtering is investigated for uncertain singular Markovian jump systems(SMJSs) with time-varying delay. A mode dependent approach is presented to deal with it. By constructing a stochastic Lyapunov functional and employing some novel integral inequalities, a filtering design criterion is proposed under which the resulting filtering error system is robustly exponentially mean-square admissible with a prescribed H∞ performance index. Based on this, the proper gain matrices and optimal H∞ performance index can be efficiently obtained via solving a convex optimization problem subject to some linear matrix inequalties(LMIs). Finally, a numerical example is given to demonstrate the reduced conservatism and effectiveness of the presented general filtering technique.