A new approach to H∞ filtering for linear time-delay systems

This paper proposes a class of H∞ filter design for continue-time systems with time-varying delay. Firstly, by exploiting a new Lyapunov function and using the convexity property of the matrix inequality, some delay-dependent stability conditions can be obtained for the asymptotical stability of the filtering-error system, which can lead to much less conservative analysis results. Secondly, based on the obtained conditions, the filter parameter matrixes can be obtained in terms of linear matrix inequalities (LMIs). Finally, two examples are given to demonstrate the effectiveness and the merit of the proposed method.