H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays

The problem of H-infinity filtering for a class of discrete-time singular Markovian jump systems with time-varying delays is investigated in this paper. The transition probabilities under consideration are time-varying, i.e., Markovian chain is nonhomogeneous. By using the Lyapunov functional approach and reciprocally convex technique, a less conservative delay-dependent bounded real lemma is developed in terms of linear matrix inequalities. Moreover, a sufficient condition for the existence of the desired filter which guarantees the stochastic admissibility and the H-infinity performance index of the resulting filtering error system is presented. Numerical examples are employed to show the usefulness of the proposed results. (c) 2014 ISA. Published by Elsevier Ltd. All rights reserved.