H-infinity Filter Design for Uncertain Markovian Jump Singular Stochastic Systems

This paper deals with the problem of robust H
_∞
filter design for uncertain Markovian jump singular systems with Wiener process. The system under consideration involves parameter uncertainties, Markovian jump parameters and Ito-type stochastic disturbances. The aim of the paper is to design a H
_∞
filter such that, for all admissiable uncertainties, the filtering error system is robustly stochastically mean-square stable, and a prescribed H
_∞
disturbance attenuation level is guaranteed. A sufficient condition for the existence of an H
_∞
filter for the system under consideration is achieved in terms of LMIS (Linear matrix inequalities). Moreover, the explicit expression of the desired filter parameters is given.