H∞ filtering for a class of stochastic time-delay nonlinear systems

This paper deals with an H_∞ filtering problem for a class of stochastic time-delay nonlinear systems. The Ito-type stochastic disturbances, nonlinear term and time-varying delay appear in the system under consideration. In terms of free-weighting matrix method and a new Lyapunov functional, we derive a new sufficient condition for analyzing mean-square stable with H_∞ norm bound γ of the filtering error system. Both the desired filter analysis and synthesis problems are investigated, and the existence condition of the filter is proposed by the linear matrix inequalities (LMIs). Finally, an example is provided to show the effectiveness of the proposed design approach.