Filtering for a class of nonlinear MIMO uncertain time-delay stochastic systems

This note presents a filter design for a large class of multiple-input-multiple-output(MIMO) nonlinear uncertain stochastic systems with time-delay. A high-gain filer is proposed such that the dynamics of the estimation error is guaranteed to be stochastically exponentially ultimately bounded in the mean square (Yaz & Azemi, 1993; Zakai, 1967). For easiness of implementation and calibration, the gain of of the proposed filter does not necessitate the resolution of any dynamics systems and it expression is explicitly given, i.e., its calibration is achieved through the choice of a single parameter. A simulation example is given to illustrate the performance of the proposed filter.