H∞ filtering for multiple-time-delay measurements

  • Authors:
  • Huanshui Zhang;Gang Feng;Guangren Duan;Xiao Lu

  • Affiliations:
  • Shenzhen Graduate Sch., Harbin Inst. of Technol. Shenzhen Guangdong, China;-;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2006

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Abstract

The aim of this paper is to study the H∞ filtering problem for linear continuous-time systems with both current and multiple-time-delay measurements. The key technique applied for deriving the filter is the reorganized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ filter is derived, and the solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations. An example is finally presented to show the effectiveness of the proposed approach.