L2-L∞L2-L∞ Filtering for neutral Markovian switching system with mode-dependent time-varying delays and partially unknown transition probabilities

This paper investigates the problem of L"2-L"~ filtering for neutral Markovian switching systems with partially unknown transition probabilities for different system mode and delay mode. The system under consideration involves discrete and mode-dependent time-varying delays. Based on the Lyapunov-Krasovskii functional, an approach to design a filter such that the filtering error system is stochastically stable with a prescribed L"2-L"~ performance. By using free weighting matrices, free-connection weighting matrix method and convex combination approach, sufficient conditions for the existence of L"2-L"~ filters are expressed in terms of linear matrix inequalities (LMIs), which can be solved by using Matlab LMI control toolbox. A numerical example is given to illustrate the effectiveness and potential of the proposed method.

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