Robust \(H_{\infty }\)-filter design for neutral stochastic uncertain systems with time-varying delay

DOI10.1016/j.jmaa.2008.11.062zbMath1161.93025MaRDI QIDQ1014678

J. Martínez

Publication date: 29 April 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.11.062

zbMATH Keywords

uncertain systems; linear matrix inequality (LMI); time-varying delay; neutral stochastic systems; stochastic robust \(H_{\infty }\) filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

15A39: Linear inequalities of matrices

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

34K40: Neutral functional-differential equations