Delay-dependent finite-time \(H_\infty\) filtering for Markovian jump systems with different system modes (Q2375460)

Summary: This paper is concerned with the problem of delay-dependent finite-time \(H_\infty\) filtering for Markovian jump systems with different system modes. By using the new augmented multiple mode-dependent Lyapunov-Krasovskii functional and employing the proposed integrals inequalities in the derivation of our results, a novel sufficient condition for finite-time boundness with an \(H_\infty\) performance index is derived. Particularly, two different Markov processes have been considered for modeling the randomness of system matrix and the state delay. Based on the derived condition, the \(H_\infty\) filtering problem is solved, and an explicit expression of the desired filter is also given; the system trajectory stays within a prescribed bound during a specified time interval. Finally, a numerical example is given to illustrate the effectiveness and the potential of the proposed techniques.