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Mixed-delay-dependent L2-L∞ Filtering for Neutral Stochastic Systems with Time-varying Delays

Yaobo Yu, Xiaoling Tang, Tao Li*, and Shumin Fei
International Journal of Control, Automation, and Systems, vol. 17, no. 11, pp.2862-2870, 2019

Abstract : This paper studies the issue on mixed-delay-dependent L2-L∞ filter design for a class of neutral stochastic system with time-varying delays. By making full use of the information and interrelationship of time-delays, an augmented Lyapunov-Krasovskii functional (LKF) is constructed for the filtering error system. In the derivation process, some Writinger-based integral inequalities and an extend reciprocal convex technique (ERCT) are utilized to estimate the lower bound of L2-L∞ disturbance attention level. Based on the derived stability criteria, two sufficient conditions on the existence of full-order L2-L∞ filter are presented in terms of linear matrix inequalities(LMIs), which can be easily tested and less conservative. Finally, two cases in an example are given to demonstrate the effectiveness of the proposed approach.

Keyword : L2-L∞ filter, LMI approach, mixed-delay-dependence, neutral stochastic systems, time-varying delay

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