Delay-Dependent H∞ Filtering for Markovian Jump Time-Delay Systems: A Piecewise Analysis Method

A delay-dependent H∞ filtering for Markovian jump systems with time-varying delays is studied based on a piecewise analysis approach. Firstly, by exploiting delay partitioning-based Lyapunov function, a new delay-dependent criterion is derived for the H∞ performance analysis of the filtering-error systems, which can lead to much less conservative analysis results. Secondly, based on the criterion obtained, the gain of filter can be obtained in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to demonstrate the effectiveness of the proposed method.

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