Robust H∞ filtering for neutral stochastic uncertain delay systems

This paper studies the design problem of robust H_∞ filter for neutral stochastic uncertain delay systems. Aiming at neutral stochastic delay systems with polytopic uncertainty, we deduce sufficient conditions of the existence of H_∞ filter, and express them into a form of the linear matrix inequality (LMI), then utilize schur complement lemma transformed them into LMIs which can be solved. At last we utilize standard digital software to get filter parameters. The feasibility of the methods of design filter for neutral stochastic uncertain delay systems is demonstrated by numerical examples.