H-infinity Filter Design for Uncertain Markovian Jump Singular Stochastic Systems

This paper deals with the problem of robust H_∞ filter design for uncertain Markovian jump singular systems with Wiener process. The system under consideration involves parameter uncertainties, Markovian jump parameters and Ito-type stochastic disturbances. The aim of the paper is to design a H_∞ filter such that, for all admissiable uncertainties, the filtering error system is robustly stochastically mean-square stable, and a prescribed H_∞ disturbance attenuation level is guaranteed. A sufficient condition for the existence of an H_∞ filter for the system under consideration is achieved in terms of LMIS (Linear matrix inequalities). Moreover, the explicit expression of the desired filter parameters is given.