Robust Filtering for Uncertain Delay Systems Under Sampled Measurements

Abstract

This paper is concerned with the problem of robust H∞ filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. An approach is presented for the designing of H∞ filters, using sampled measurements, which would guarantee a prescribed H∞ performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time-delays. Both the cases of finite and infinite horizon filtering are studied. It has been shown that the above robust H∞ filtering problem can be solved in terms of differential Riccati equations with finite discrete jumps.