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Robust \(H_{\infty}\) filtering for a class of uncertain stochastic hybrid neutral systems with time-varying delay. (English) Zbl 1270.93115

Summary: This paper is devoted to the problem of robust \(H_{\infty }\) filtering for a class of uncertain switched neutral systems subject to stochastic disturbance and time-varying delay. Attention is focused on the design of a full-order switched filter such that the filtering error system is robust mean-square exponentially stable with a prescribed weighted \(H_{\infty }\) performance. On the basis of the average dwell time approach and the piecewise Lyapunov function technique, sufficient conditions for the solvability of this problem are obtained in terms of linear matrix inequalities. Then, by solving the corresponding linear matrix inequalities, the desired full-order switched filter is derived for all admissible uncertainties, time-varying delay, and stochastic disturbances. A numerical example is given to illustrate the effectiveness of the proposed method.

MSC:

93E11 Filtering in stochastic control theory
93B36 \(H^\infty\)-control
93B35 Sensitivity (robustness)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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