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

This paper is devoted to the problem of L2-L∞ 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 L2-L∞ filter is given by introducing two appropriate slack matrix variables. Desired L2-L∞ filter is designed such that the resulting filtering error system is mean-square exponential stable and a prescribed L2-L∞ disturbance attenuation level is satisfied. Finally, numerical examples are included to illustrate the effectiveness and the benefits of the proposed method.