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The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a \\(H_\\infty\\) filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed \\(H_\\infty\\) attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested \\(H_\\infty\\) filter is given. 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