Robust L2 - L∞ filtering for uncertain linear systems with state delay

This paper deals with the problem of robust L₂ - L_∞ filtering for a class of linear uncertain state-delayed systems. The parameter uncertainties are described by real time-varying norm-bounded form. The main purpose is to design a stable linear filter such that the filtering error output signal remains bounded, using a L₂ - L_∞ performance index as criterion. The condition for the existence of such robust filter is provided in terms of the lemma of robust stability for L₂ - L_∞ control system with delay. The filter can be obtained by solving two Riccati equations and a linear matrix inequality. The simulation example further shows the validity and the applicability of the proposed approach.