Abstract
The problem of H ∞ filtering for discrete-time systems with time-varying delay in measurement is investigated in this paper. First, under the assumption that the time-varying delay is of a known upper bound, the delayed measurement is re-described as the one with multiple state delays. Then the proposed H ∞ filtering problem is transformed into one for systems with multiple measurement channels that contain the same state information as the original measurement and each channel has a single constant delay. Finally, based on the reorganized innovation analysis approach in Krein space, a necessary and sufficient condition for the existence of an H ∞ filter which guarantees a prescribed attenuation level is derived. The solution to the H ∞ filtering is given in terms of the solutions to Riccati and matrix difference equations.
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