Abstract
The problem of H ∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H ∞ filter is derived in two methods: One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H ∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H ∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.
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This research is supported by the National Natural Science Foundation for Distinguished Young Scholars of China under Grant No. 60825304, the National Basic Research Development Program of China under Grant No. 973 Program, No. 2009cb320600, and the National Natural Science Foundation of China under Grant No. 61104050.
This paper was recommended for publication by Editor Yiguang HONG.
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Wang, W., Zhang, H. H ∞ filtering for continuous-time systems with pointwise time-varying delay. J Syst Sci Complex 25, 90–104 (2012). https://doi.org/10.1007/s11424-011-9200-3
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DOI: https://doi.org/10.1007/s11424-011-9200-3