Delay-dependent finite-time H∞ filtering for markovian jump systems with different system modes

This paper is concerned with the problem of delay-dependent finite-time h ∞ 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 ∞ 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 ∞ 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. © 2013 yong zeng et al.