Robust kalman filter synthesis for uncertain multiple time-delay stochastic systems

The problem of robust Kalman filter synthesis is considered in this present study for discrete multiple time-delay stochastic systems with parametric and noise uncertainties. A discrete multiple time-delay uncertain .stochastic system can be transformed into another uncertain stochastic systemwith no delay by properly defining state variables. Minimax theory and Bellman- Gronwall lemma are employed on the basis of the upper norm-hounds of parametric uncertainties and noise uncertainties. A robust criterion can consequently be derived which guarantees the asymptotic stability of the uncertain stochastic .system. Designed procedures are finally elaborated upon with an illustrative example.