Asynchronous H∞ filtering for switched stochastic systems with time-varying delay

This paper considers the H∞ filtering problem of discrete-time switched delay systems. Attention is focused on the design of an exponentially mean-square stable filter taking the asynchronous switching and missing measurements into account. New results on exponential mean-square stability and a weighted l2-gain analysis for filtering error system are given. The closed-loop system is allowed to be unstable during the unmatched interval in which the switching signal of filter is different from that of the system. By using the average dwell time (ADT) and the Lyapunov–Krasovskii function methods, delay-dependent sufficient conditions for the desired H∞ filter are derived in terms of linear matrix inequalities (LMIs). A numerical example is provided to demonstrate the effectiveness of the proposed design approach.