Robust delay-range-dependent non-fragile H∞ filtering for uncertain neutral stochastic systems with Markovian switching and mode-dependent time delays

This paper deals with the problem of robust non-fragile H∞ filter design of uncertain neutral stochastic system with Markovian jumping parameters and mode-dependent time delays. The parameter uncertainties are assumed to be norm-bounded. The time delays depend on system modes and vary in an interval. Attention is focused on the design of a non-fragile filter that guarantees the exponential mean-square stability and a prescribed H∞ performance level of the filtering error systems. A delay-range-dependent stability condition in terms of linear matrix inequality(LMI) is derived for the solvability of this problem. Numerical examples compared with the existing results are provided to demonstrate the less complicated and less conservative of the proposed method.