Abstract
This paper is concerned with the problem of the guaranteed filtering with interval time-varying delay and Markovian jumping system. By constructing Lyapunov-Krasovskii functional, a novel delay-dependent criterion is presented such that the error system is stochastically finite-time bounded. In order to obtain results, Jensen's inequality, Wirtinger's integral inequality and Auxiliary function-based integral inequalities are employed. The filter matrix can be achieved by solving the linear matrix inequalities (LMIs). Numerical example and simulation results are provided to demonstrate the effectiveness of the proposed method.