Abstract
This paper is devoted to the problem of H ∞ filtering for a class of neutral stochastic systems with both discrete and distributed time-varying delays. The objective is to design a full order filter such that the resulting filtering error system is stochastically asymptotically stable with a prescribed H ∞ performance satisfied. Based on the stability theory of stochastic systems, a delay-dependent and rate-dependent sufficient condition for the existence of filter is obtained in terms of linear matrix inequalities (LMIs). The corresponding filter design method is also proposed, while the explicit expression for the desired filter is given. A numerical example is finally included to illustrate the effectiveness of the proposed method.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
