Open AccessDelay‐dependent robust H ∞ filter design for uncertain neutral stochastic system with time‐varying delay
Author(s) -
Chen Huabin
Publication year - 2013
Publication title -
iet signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.384
H-Index - 42
eISSN - 1751-9683
pISSN - 1751-9675
DOI - 10.1049/iet-spr.2012.0112
Subject(s) - filter (signal processing) , exponential stability , control theory (sociology) , mathematics , filter design , linear matrix inequality , stability (learning theory) , novelty , computer science , mathematical optimization , nonlinear system , philosophy , physics , control (management) , theology , quantum mechanics , artificial intelligence , machine learning , computer vision
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.