Delay-dependent L2 — L∞ filter design for nonlinear stochastic uncertain time-delay systems

This paper addresses the problem of robust L
₂
-L
_∞
Filtering for a class of nonlinear uncertain stochastic time delay systems. Attention is focused on the design of a stochastic L
₂
-L
_∞
filter that ensuring both the asymptotic mean-square stability and a prescribed L
₂
-L
_∞
performance level of the filtering error system. A full-order filter is designed based on the linear matrix inequality. Sufficient conditions that guarantee the existence of the desired filter are also obtained by using the Lyapunov stability theory. Finally, a numerical example is provided to demonstrate the effectiveness and usefulness of the proposed method.