Robust \(H_\infty\) filter design for Itô stochastic pantograph systems (Q474610)

Summary: The problem of robust \(H_\infty\) filter design is investigated for stochastic pantograph systems governed by linear Itô differential equation. First, a sufficient condition for asymptotic mean-square stability of stochastic pantograph systems is presented by means of Lyapunov approach. Then, based on matrix inequalities, the \(H_\infty\) filtering problem for this kind of systems is studied and a sufficient condition for the existence of the \(H_\infty\) filter is derived. Furthermore, the explicit expression of the desired filter parameters is characterized. Finally, an example is given to illustrate the results.