H_∞ filtering for 2D Markovian jump systems

This paper is concerned with the problem of H_∞ filtering for 2D discrete Markovian jump systems. The mathematical model of 2D jump systems is established upon the well-known Roesser model. Our attention is focused on the design of a full-order filter, which guarantees the filtering error system to be mean-square asymptotically stable and has a prescribed H_∞ disturbance attenuation performance. Sufficient conditions for the existence of a desired filter are established in terms of linear matrix inequalities (LMIs), and the corresponding filter design is cast into a convex optimization problem which can be efficiently solved by using commercially available numerical software. A numerical example is provided to illustrate the effectiveness of the proposed design method.