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Robust Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

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  • Yajun Li
  • Zhaowen Huang

Abstract

This paper deals with the robust filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribed performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.

Suggested Citation

  • Yajun Li & Zhaowen Huang, 2015. "Robust Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-16, October.
    • Handle: RePEc:hin:jnlmpe:808973
    DOI: 10.1155/2015/808973
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