IEEE Transactions on Automatic Control, Vol.43, No.7, 1022-1027, 1998
Filtering on sampled-data systems with parametric uncertainty
This paper is concerned with the problem of robust H-infinity filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. The parameter uncertainties considered here are real tine-varying and norm-bounded, appearing in the state equation. An approach has been proposed for the designing of H-infinity filters, using sampled measurements, which would guarantee a prescribed H-infinity performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time delays. Both cases of finite and infinite horizon filtering are studied. It has been shown that the above robust H-infinity-filtering problem ran be solved in terms of differential Riccati inequalities with finite discrete jumps.