This paper presents the robust delay-dependent filter design for uncertain stochastic systems with time-varying delay. The systems under consideration are subject to time-varying norm-bounded parameter uncertainties and time-varying delays in both the state and measurement equations. The aim is to design a stable full-order linear filter assuring robustly asymptotical stability in mean-square and a prescribed performance level for the filtering error systems. Based on the delay decomposition approach and a new integral inequality, delay-dependent sufficient conditions for the existence of filters are proposed in terms of linear matrix inequalities. Finally, two numerical examples demonstrate that the proposed approaches are effective and are an improvement over existing ones.
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