Robust dissipative filter for linear uncertain time-delay systems

This paper deals with the robust dissipative filtering for a class of linear uncertain time-delay systems. The uncertainties in the system are time-varying and bounded. The objective is to design linear memoryless filters such that for all uncertainties, the resulting augmented system is robust stable independent of delays and satisfies the proposed dissipative performance. Based on Lyapunov stability theory in stochastic differential equations, a sufficient condition on the existence of robust dissipative filters is derived. The problem of robust dissipative filters is turned into the solution problem of a set of coupled linear matrix inequalities.