Non-fragile H∞ filtering for discrete-time nonhomogeneous Markov jump systems

This paper investigates the problem of non-fragile H _∞ filtering for discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described as a polytope set. Assume that the filter to be designed has multiplicative gain variations. A sufficient condition is presented for the system based on the Lyapunov function such that the filtering error system is stochastically stable and has a prescribed H _∞ performance index. Finally, two examples are given to show the efficiency of the proposed method.