Delay-dependent L2-L∞ filter design for stochastic time-delay systems

Abstract

This study considers the problem of delay-dependent L2-L∞ filter design for a class of stochastic timedelay systems. Attention is focused on the design of an L2-L∞ filter to guarantee a prescribed energy-to-peak performance for the filtering error system. Both full-order and reduced-order filter design approaches are obtained in terms of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness and improvement of the proposed filter design methods over some existing results.