Design of Reduced-Ordertex cal Hᵢnfty /texFilter for Markovian Jumping Systems With Time Delay

This brief is concerned with the reduced-order H/sub /spl infin// filtering problem for Markovian jumping linear systems with time delay, where the jumping parameters are modeled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H/sub /spl infin// filter are proposed in terms of linear matrix inequalities (LMI) and a coupling nonconvex matrix rank constraint. In particular, the sufficient conditions for the existence of the zeroth-order (or static) H/sub /spl infin// filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach.