H infinity filtering for stochastic systems with time-varying delay
This article considers the problem of H filter design for stochastic systems with time-varying delay. The time delay is assumed to be of interval type. Attention is focused on the design of delay-dependent filters that guarantee the asymptotic stability in mean square and a prescribed noise attenuation level in an H sense for the filtering error dynamics. The delay-dependent H filter design scheme is proposed in terms of a linear matrix inequality. A numerical example is used to illustrate the effectiveness of the proposed approach.
stochastic systems time-varying delay h filtering linear matrix inequality