Exponential H∞ filtering for singular systems with Markovian jump parameters

SUMMARY This paper is concerned with the H ∞ filter design for continuous‐time singular systems with Markovian jump parameters, whose system mode is transmitted through an unreliable network. In contrast to the traditionally mode‐dependent or mode‐independent filtering method, a new partially mode‐dependent filter is established via using a mode‐dependent Lyapunov function, where the stochastic property of mode available to a filter is considered. Sufficient conditions for the existence of H ∞ filter are obtained as strict linear matrix inequalities. Finally, numerical examples are used to show the effectiveness of the given theoretical results.