UnbiasedH∞ filtering for a class of stochastic systems with time-varying delay

This paper presents the unbiased H∞ filter design for a class of stochastic systems with time-varying delay. The aim is to design an unbiased filter assuring exponential stability in mean square and a prescribed H∞ performance level for the filtering error system. Based on the application of the descriptor model transformation and free weighting matrices, delay-dependent sufficient conditions for stochastic systems with time-varying delay are proposed respectively in terms of linear matrix inequalities(LMIs). Numerical examples demonstrate the proposed approaches are effective and are an improvement over existing methods.