H ∞ filtering for non-linear systems with stochastic sensor saturations and Markov time delays: the asymptotic stability in probability

This work was supported by National Natural Science Foundation of China under Grants 61490701, 61290324, 61273156, 61473163, and 61210012, and Research Fund for the Taishan Scholar Project of Shandong Province of China, and Jiangsu Provincial Key Laboratory of E-business at Nanjing University of Finance and Economics of China under Grant JSEB201301, and Tsinghua University Initiative Scientific Research Program.

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