Abstract
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.
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This work is supported by the National Science Foundation for Distinguished Young Scholars of People’s Republic of China under Grant 60625303, the Specialized Research Fund for the Doctoral Program of Higher Education under Grant 20060288021, and the Natural Science Foundation of Jiangsu Province under Grant BK2008047.
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Song, B., Xu, S. & Zou, Y. Delay-Dependent Robust H ∞ Filtering for Uncertain Neutral Stochastic Time-Delay Systems. Circuits Syst Signal Process 28, 241–256 (2009). https://doi.org/10.1007/s00034-008-9079-y
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DOI: https://doi.org/10.1007/s00034-008-9079-y