Abstract

This paper is concerned with the problem of mode dependent H∞ filter for uncertainty Markovian jump system with neutral delay and retarded time-varying delay. By using free weight matrix (FWM) technique, the stability conditions of delay dependent are obtained under the framework of Lyapunov stability theory. Based on those result, the delay dependent conditions for full order and mode dependent Markovian jump linear filters are gained, which are expressed by Linear matrix inequalities (LMIs). Finally, a numerical example and a PEEC practical example are employed to prove the validity of the results.

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