H∞ fuzzy filter design for singular nonlinear stochastic systems with time-delay

This paper deals with the filter design problem for nonlinear singular stochastic systems with time-delay. The Takagi-Sugeno (T-S) fuzzy model is employed to represent a nonlinear singular stochastic system. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a H∞ fuzzy filter, such that, for all admissible uncertainties, the fuzzy filtering error system is robustly stochastically mean-square stable, and a prescribed H∞ disturbance attenuation level is guaranteed. A sufficient condition for the existence of an H∞ filter for the system under consideration is achieved in terms of LMIS. Moreover, the expressions of desired fuzzy filter are given.