In this paper, we deal with the robust
coration:none; color:black" href="/science?_ob=MathURL&_method=retrieve&_udi=B6V21-4S1BX5J-1&_mathId=mml18&_user=1067359&_cdi=5689&_rdoc=11&_acct=C000050221&_version=1&_userid=10&md5=09c646713ec4d4a68f8cf5200cc9a924" title="Click to view the MathML source" alt="Click to view the MathML source">H∞ filtering problem for a
class of un
certain nonlinear time-delay sto
chasti
c systems. The system under
consideration
contains parameter un
certainties, Itô-type sto
chasti
c disturban
ces, time-varying delays, as well as se
ctor-bounded nonlinearities. We aim at designing a full-order filter su
ch that, for all admissible un
certainties, nonlinearities and time delays, the dynami
cs of the filtering error is guaranteed to be robustly asymptoti
cally stable in the mean square, while a
chieving the pres
cribed
coration:none; color:black" href="/science?_ob=MathURL&_method=retrieve&_udi=B6V21-4S1BX5J-1&_mathId=mml19&_user=1067359&_cdi=5689&_rdoc=11&_acct=C000050221&_version=1&_userid=10&md5=084c7af45257078e7748915de67fd009" title="Click to view the MathML source" alt="Click to view the MathML source">H∞ disturban
ce re
je
ction attenuation level. By using the Lyapunov stability theory and Itô’s differential rule, suffi
cient
conditions are first established to ensure the existen
ce of the desired filters, whi
ch are expressed in the form of a linear matrix inequality (LMI). Then, the expli
cit expression of the desired filter gains is also
chara
cterized. Finally, a numeri
cal example is exploited to show the usefulness of the results derived.