Stability and L2–L∞ analysis for a class of interconnected systems

This paper deals with the problem of stochastically stability and L₂-L_∞ performance analysis for a class of interconnected Markovian jump filtering error system with constant time delays. By using mode-dependent decentralized filters and constructing mode-dependent centralized Lyapunov functional together with Jensen´s inequality, the stability conditions for the filtering error system are presented which also ensures the L₂-L_∞ performance. The obtained stability conditions are delay-dependent which may be less conserve than that delay independent one, especially when time-delay are very small. Furthermore, these conditions are expressed in terms of matrix inequalities (LMIs), which may provide the convenience for the design of the concerned filters through linear matrix inequality technique.