Abstract
This study considers the problem of delay-dependent L-2-L-infinity filter design for a class of stochastic time-delay systems. Attention is focused on the design of an L-2-L-infinity filter to guarantee a prescribed energy-to-peak performance for the filtering error system. Both full-order and reduced-order filter design approaches are obtained in terms of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness and improvement of the proposed filter design methods over some existing results.