H_∞ Filtering for a Class of Singular Stochastic Time-delay Systems

摘要

This paper is concerned with the H_∞ filtering problem for a class of singular stochastic time-delay systems. The purpose is the design of a delay-independent filter such that the resulting error system is regular, impulse-free and mean-square stable. Sufficient conditions for solvability of this problem are formulated in terms of a set of linear matrix inequalities (LMIs), and stability theory of stochastic differential equations. Based on these conditions, the delay-independent filter can be constructed. Finally, a simulation example is given to illustrate the effectiveness of the theoretical results.