Title :
H∞ filtering for continuous systems with delayed measurements
Author :
Zhang, Huanshui ; Feng, Gang ; Duan, Guangren
Author_Institution :
Shenzhen Graduate Sch. of Harbin Inst. of Technol., Shenzhen Univ., Xili, China
Abstract :
In this paper, we aim to study the H∞ filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H∞ estimator is derived. The solution to the H∞ filter is given in terms of solutions of Riccati and matrix differential equations.
Keywords :
Riccati equations; continuous time systems; delays; differential equations; filtering theory; linear systems; matrix algebra; state estimation; time-varying systems; H∞ filtering; Krein space; Riccati equations; continuous systems; delayed measurements; instantaneous measurements; linear systems; matrix differential equations; multiple-time delayed measurements; necessary and sufficient condition; re-organized innovation analysis approach; Continuous time systems; Control systems; Delay estimation; Delay systems; Filtering; Nonlinear filters; Riccati equations; Space technology; Sufficient conditions; Technological innovation;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1429385
