Robust Guaranteed Cost Filtering for Uncertain Systems with Time - Varying Delay Via LMI Approach Jong Hae

In this paper, we consider the guaranteed cost filtering design method for time-varying delay systems with parameter uncertainties by LMI(Linear Matrix Inequality) approach. The objective is to design a stable guaranteed cost filter which minimizes the guaranteed cost of the closed loop system in filtering error dynamics. The sufficient conditions for the existence of filter, the guaranteed cost filter design method, and the guaranteed cost upper bound are proposed by LMI technique in terms of all finding variables. Finally, we give an example to check the validity of the proposed method.