Robust L2-L∞ filtering for uncertain neutral stochastic system with markovian jumping parameters and time delay

The problem of robust L₂-L_∞ filter design of uncertain neutral stochastic systems with Markovian jumping parameters and time delay is discussed in this paper. The parameter uncertainties are assumed to be norm-bounded. Based on the Lyapunov-krasovskii theory and generalized Finsler lemma, a delay-dependent stability condition is obtained. The obtained result ensures the robust stochastic stability and a prescribed L₂-L_∞ performance level of the filtering error systems. Sufficient conditions for the existence of the designed L₂-L_∞ are formulated in terms of linear matrix inequalities(LMIs). Two numerical examples are provided to illustrate the effectiveness of the proposed method.