H∞ filtering for a system with uncertain preview information

An H^∞ filtering problem for a system driven by uncertain previewable signals is discussed, and a design method of an H^∞ filtering law is presented. The problem pertains to generalized H^∞ filtering with previewable reference signals or disturbances. The solvability condition is characterized by the solutions of differential/algebraic Riccati equations, and some interpretations are provided for the equivalent class of H^∞ problems. The features of the filtering law are examined using numerical examples.