Delay decomposition approach to robust delay-dependent H∞ filtering of uncertain stochastic systems with time-varying delays.

This paper presents the robust delay-dependent H∞ filter design for uncertain stochastic systems with time-varying delay. The systems under consideration are subject to time-varying norm-bounded parameter uncertainties and time-varying delays in both the state and measurement equations. The aim is to design a stable full-order linear filter assuring robustly asymptotical stability in mean-square and a prescribed H∞ performance level for the filtering error systems. Based on the delay decomposition approach and a new integral inequality, delay-dependent sufficient conditions for the existence of H∞ filters are proposed in terms of linear matrix inequalities. Finally, two numerical examples demonstrate that the proposed approaches are effective and are an improvement over existing ones. [ABSTRACT FROM AUTHOR]