Reduced-order filtering for descriptor systems with Markovian switching

This paper deals with the filtering problem for a class of continuous-time descriptor systems with Markovian jumping parameters. The purpose of the problem addressed is to design a reduced-order filter such that the dynamics of each estimation error is guaranteed to be exponentially stable in the mean square. Sufficient conditions for the existence of such reduced-order filters are given, which are described by a set of linear matrix inequalities. An example is presented to illustrate the effectiveness of the proposed method.