Delay-dependent H∞ filtering of uncertain stochastic systems with delays

The problem of delay-dependent H_∞ filtering for uncertain stochastic time-delay systems with norm-bounded uncertainties is investigated in this paper. By introducing an additional vector, a new integral inequality in the stochastic setting is established. Based on this new inequality and free-weighting matrix technique, a delay-dependent sufficient condition for the existence of an H_∞ filter for uncertain stochastic delay systems is developed. A numerical example is provided to demonstrate the effectiveness of the proposed method.