Delay-dependent robust L2-L∞ filter design for uncertain neutral stochastic systems with mixed delays

Abstract This paper is concerned with the problem of the robust L 2 – L ∞ filter design for uncertain neutral stochastic systems with mixed delays. By constructing a modified Lyapunov–Krasovskii functional, some novel delay-dependent exponential stability criteria for uncertain neutral stochastic systems with mixed delays are established in terms of linear matrix inequality. And the obtained stability criteria pave the way for designing the robust L 2 – L ∞ filter to guarantee the robustly exponential stability for the filtering error systems with a prescribed L 2 – L ∞ performance level for all admissible uncertainties. Finally, three illustrative numerical examples are given to show the effectiveness of the obtained results.

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