Abstract

This paper presents a numerical approach to solve the estimator-based filtering problem of a linear system with multiple and distributed delays. We consider the problem of finding a filter or estimator that suppresses the H 2 filtering cost on the transfer matrix from a given noise input to the filtering error. By solving an optimisation problem associated with the H 2 performance, the gain matrices of the filter are obtained. The effectiveness of the presented approach is illustrated by numerical simulations.

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