Design of robust non-fragileH∞filters for uncertain neutral stochastic systems with distributed delays

This paper deals with the problem of robust non-fragile H∞ filtering for neutral stochastic systems with distributed delays and norm-bounded parameter uncertainties. Attention is focused on the design of a filter which is subject to gain variations, such that the filtering error system is robustly stochastically stable with a prescribed H∞ performance level for all admissible uncertainties. A delay-dependent sufficient condition for the solvability of this problem is obtained in terms of a linear matrix inequality. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society