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Delay-dependent L2L filter design for stochastic time-delay systems

Delay-dependent L2L filter design for stochastic time-delay systems

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This study considers the problem of delay-dependent L2L filter design for a class of stochastic time-delay systems. Attention is focused on the design of an L2L filter to guarantee a prescribed energy-to-peak performance for the filtering error system. Both full-order and reduced-order filter design approaches are obtained in terms of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness and improvement of the proposed filter design methods over some existing results.

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