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Robust H∞ filtering for uncertain Markovian jump systems with mode‐dependent distributed delays

This paper deals with the problem of robust H∞ filter design for Markovian jump systems with norm‐bounded time‐varying parameter uncertainties and mode‐dependent distributed delays. Both the state and the measurement equations are assumed to be with distributed delays. Sufficient conditions for the existence of robust H∞ filters are obtained. Via solving a set of linear matrix inequalities, a desired filter can be constructed. The developed theory is illustrated by a simulation example. Copyright © 2009 John Wiley & Sons, Ltd.