H^sub [infinity]^ Filtering for Markovian Switching System with Mode-Dependent Time-Varying Delays

This paper deals with the problem of H ^sub ∞^ filtering for Markovian switching systems. The system under consideration involves discrete and mode-dependent time-varying delays. The aim of this paper is to design a filter such that the filtering error system is stochastically stable with a prescribed H ^sub ∞^ disturbance attenuation level. Sufficient conditions for the existence of H ^sub ∞^ filters are expressed in terms of linear matrix inequalities (LMIs), which can be solved by using Matlab LMI control toolbox. Numerical examples are given by including a transmission control protocol (TCP) network model to illustrate the practical importance and effectiveness of the proposed main results. [PUBLICATION ABSTRACT]