This paper proposes a new design method of H∞ filtering for nonlinear large‐scale systems with interconnected time‐varying delays. The interaction terms with interval time‐varying delays are bounded by nonlinear bounding functions including all states of the subsystems. A stable linear filter is designed to ensure that the filtering error system is exponentially stable with a prescribed convergence rate. By constructing a set of improved Lyapunov functions and using generalized Jensen inequality, new delay‐dependent conditions for designing H∞ filter are obtained in terms of linear matrix inequalities. Finally, an example is provided to illustrate the effectiveness of the proposed result
