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Mathematical Problems in Engineering
Volume 2015, Article ID 808973, 16 pages
Research Article

Robust Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

Institute of Electronic and Information Engineering, Shunde Polytechnic, Foshan 528300, China

Received 15 March 2015; Revised 4 April 2015; Accepted 12 May 2015

Academic Editor: Son Nguyen

Copyright © 2015 Yajun Li and Zhaowen Huang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper deals with the robust filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribed performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.