L2–L∞ filter design for a class of neutral stochastic time delay systems. Issue 2 (January 2016)

• Record Type: Journal Article
• Authors: Li, Lin; Wang, Heyang; Zhang, Shaodan
• Is Part Of: Journal of the Franklin Institute. Volume 353:Issue 2(2016:Feb.)
• Page Start: 500
• Page End: 520
• Publication Date: 2016-01
• Subjects: Science -- Periodicals; Technology -- Periodicals; Patents -- United States -- Periodicals; 505
• DOI: 10.1016/j.jfranklin.2015.11.015
• Languages: English
• ISSNs: 0016-0032

Abstract

Abstract: This paper is devoted to the problem of L 2 – L ∞ 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 L 2 – L ∞ filter is given by introducing two appropriate slack matrix variables. Desired L 2 – L ∞ filter is designed such that the resulting filtering error system is mean-square exponential stable and a prescribed L 2 – L ∞ disturbance attenuation level is satisfied. Finally, numerical examples are included to illustrate the effectiveness and the benefits of the proposed method.