L2-L∞ filter design for a class of neutral stochastic time delay systems

This paper is devoted to the problem of L-2-L-infinity, filtering for a class of neutral stochastic systems with different neutral time-delay, discrete delay and distributed delays. By constructing a new Lyapunov-Krasovskii functional, some novel delay-dependent mean-square exponential stability criteria are obtained in terms of linear matrix inequalities. In the derivation process, neither model transformation method nor free-weighting matrix approach is used. Based on the obtained stability criterion, sufficient condition for the existence of the full-order L-2-L-infinity filter is given by introducing two appropriate slack matrix variables. Desired L-2-L-infinity filter is designed such that the resulting filtering error system is mean-square exponential stable and a prescribed L-2-L-infinity disturbance attenuation level is satisfied. Finally, numerical examples are included to illustrate the effectiveness and the benefits of the proposed method. (C) 2015 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.