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H∞ filtering for Markovian jump stochastic systems with uncertain transition probabilities

The paper has studied the problem of H∞ filtering for Markovian jump stochastic systems with uncertain transition probabilities. The systems under consideration not only involve uncertainties both in the system matrices and in the mode transition rate matrix, but also contain time-varying delays. By free-weighting matrix technique, a sufficient condition for the existence of an H∞ filter is developed. The effectiveness of the proposed method has been demonstrated by a numerical example.