The problem of robust H∞ filtering for uncertain neutral systems with time delays is considered.The purpose is to design a full filter with asymptotically stability and prescribed H∞ performance level for the filtering error dynamic system, uncertainties and the time delays.Based on the Liapunov stability theory and linear matrix inequality (LMI) approach, it is proved that under some conditions, there exists an H∞ filter such that the related filtering error system is asymptotically stable. Moreover, an explicit parametrization of the desired full robust H∞ filter is presented when these conditions are feasible. A numerical example is given to demonstrate the feasibility and effectiveness of the design.

neutral system; asymptotical stability; robust H∞ filter; linear matrix inequality