One can design a robust H_∞ filter for a general nonlinear stochastic system with external disturbance by solving a second-order nonlinear stochastic partial Hamilton-Jacobi inequality(HJI), which is difficult to be solved. In this paper, the robust mixed H₂/H_∞ globally linearized filter design problem is investigated for a general nonlinear stochastic time-varying delay system with external disturbance, where the state is governed by a stochastic It?-type equation. Based on a global...

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