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This paper addresses the problem of robust L2-L∞ Filtering for a class of nonlinear uncertain stochastic time delay systems. Attention is focused on the design of a stochastic L2-L∞ filter that ensuring both the asymptotic mean-square stability and a prescribed L2-L∞ performance level of the filtering error system. A full-order filter is designed based on the linear matrix inequality. Sufficient conditions...
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