Design of robust H ∞ filters for a class of uncertain nonlinear neutral stochastic systems with time delays

Abstract

This article investigates the problem of robust H ∞ filtering for a class of nonlinear neutral stochastic time-delay systems with norm-bounded parameter uncertainties. The nonlinearities are assumed to satisfy the global Lipschitz conditions. By solving a set of certain linear matrix inequalities, an H ∞ filter is designed, which ensures both the robust stochastic stability and a prescribed H ∞ performance of the filtering error system for all admissible uncertainties. A numerical example is given to show the effectiveness of the design method proposed in this article.