Delay-dependent robust H∞ filtering for uncertain neutral stochastic time-varying delay systems

In this paper, we study the robust H∞ exponential filtering problem for uncertain neutral stochastic distributed delay systems with interval time-varying delay. By Lyapunov-Krasovskii functional theory and free-weight matrix method, a linear stochastic real lemma has been established, with which the H∞ mean-square exponentially stable filter is designed. A numerical example is provided to demonstrate the effectiveness of the proposed approach.