An LMI approach to guaranteed cost filter for uncertain neutral systems with time-varying delay

This paper deals with the problem of robust guaranteed cost filter design for uncertain neutral systems with time-varying delay. The uncertainties are assumed to be norm bounded. We propose a sufficient condition for robust stability analysis and robust stabilization on the filter design, and the methods are derived in linier matrix inequalities (LMIs). The obtained result covers slow and fast time-varying delay cases by using Leibniz-Newton formula and some free-weighting matrices. A numerical example is given to illustrate the advantage of the proposed method.