Delay-dependent robust H_?E; filter design for uncertain neutral stochastic system with time-varying delay

摘要

This study is concerned with the problem of the robust H_?E; filter design for uncertain neutral stochastic system with time-varying delay. With an appropriate augmented Lyapunov-Krasovskii functional formulated and a convex polyhedron method utilised, some novel delay-dependent exponential stability criteria for uncertain neutral stochastic system with timevarying delay are obtained in terms of linear matrix inequalities. Based on the obtained stability criteria, some sufficient conditions for the solvability of the robust H_?E; filter design are derived. The desired H_?E; filter is designed to guarantee the robustly exponential stability for the filtering error system with a prescribed H_?E; performance level. The novelty is that the desired results are obtained with less conservatism. Finally, two illustrative numerical examples are given to demonstrate the effectiveness of the authors obtained results.