Delay-Dependent Robust H_∞ Filtering for Uncertain Neutral Stochastic Time-Delay Systems

摘要

This paper is concerned with the problem of robust H_∞ filtering for neutral stochastic time-delay systems with norm-bounded parameter uncertainties. By introducing appropriate slack matrix variables, both a delay-dependent stochastic stability condition and a delay-dependent bounded real lemma are obtained in terms of linear matrix inequalities. A delay-dependent condition for the solvability of the robust H_∞, filtering problem is also proposed. Desired H_∞ filters are designed that guarantee the filtering error system to be robustly stochastically stable and satisfy a prescribed H_∞ performance level for all admissible uncertainties. A numerical example is provided to demonstrate the effectiveness of the proposed approach.