NON-FRAGILE H∞ FILTERING FOR UNCERTAIN STOCHASTIC TIME-DELAY SYSTEMS

This paper deals with the problem of non-fragile H-infinity filtering for stochastic time-delay systems with norm-bounded parameter uncertainties. The problem to be addressed is to design a filter which is subject to gain variations, such that the filtering error system is robustly exponentially stable in the mean square with a prescribed H-infinity norm bound. A delay-dependent sufficient condition for the solvability of this problem is obtained. An example is provided to demonstrate the effectiveness of the proposed approach.