Robust \(H_\infty\) filtering of nonhomogeneous Markovian jump delay systems via \(N\)-step-ahead Lyapunov-Krasovskii functional approach (Q2325195)

Summary: In this paper, we study the robust \(H_\infty\) filtering problem for a class of nonhomogeneous Markovian jump delay systems (NMJDSs) with an \(N\)-step-ahead Lyapunov-Krasovskii functional (NALKF) approach. The \(N\)-step-ahead approach is utilized to reduce the conservatism of robust \(H_\infty\) filtering. We aim to design filters such that, for all possible time-varying transition probabilities and all admissible parameter uncertainties and time-delays, the filtering error system is mean-square stable with a smaller estimated error and a lower dissipative level. In terms of linear matrix inequalities, sufficient conditions for the solvability of the addressed problem are developed via a moving horizon method. An illustrative example is included to elucidate advantages of the developed results and the practical potential of NALKF approach for NMJDSs.