Delay‐dependent robust H ∞ filter design for uncertain neutral stochastic system with time‐varying delay

Abstract

This study is concerned with the problem of the robust H ∞ 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 time-varying 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 ∞ filter design are derived. The desired H ∞ filter is designed to guarantee the robustly exponential stability for the filtering error system with a prescribed H ∞ 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.