Robust Mixed H∞/L2-L∞ filter design for Markovian jump time-delay systems

This paper is devoted to the problem of robust H∞/L2-L∞ filtering for Markovian jump system with time-varying delay. The purpose is to design a full order filter such that the resulting filtering error system is mean-square stable, and two prescribed H∞ and L2-L∞ disturbance attenuation levels are satisfied simultaneously. By choosing a new Lyapunov functional, a delay-dependent sufficient condition for the existence of such a filter is obtained. The filter design method is also proposed. And the explicit of the desired filer gain matrices is also given. Finally, a numerical example is included to illustrate the effectiveness of the proposed method.