\(\mathcal L_2-\mathcal L_\infty\) filter design for a class of neutral stochastic time delay systems. (English) Zbl 1395.93194
Summary: This paper is devoted to the problem of \(\mathcal L_2-\mathcal L_\infty\) 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 \(\mathcal L_2-\mathcal L_\infty\) filter is given by introducing two appropriate slack matrix variables. Desired \(\mathcal L_2-\mathcal L_\infty\) filter is designed such that the resulting filtering error system is mean-square exponential stable and a prescribed \(\mathcal L_2-\mathcal L_\infty\) disturbance attenuation level is satisfied. Finally, numerical examples are included to illustrate the effectiveness and the benefits of the proposed method.
MSC:
| 93B36 | \(H^\infty\)-control |
| 93E11 | Filtering in stochastic control theory |
| 93E15 | Stochastic stability in control theory |
| 93C23 | Control/observation systems governed by functional-differential equations |
| 93D09 | Robust stability |
| 93B51 | Design techniques (robust design, computer-aided design, etc.) |
Keywords:
\(\mathcal L_2-\mathcal L_\infty\) filter design; neutral stochastic time delay systems; mean-square exponential stabilityReferences:
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