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

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