Robust H∞ filter for time-varying delay systems with saturation

This paper focuses on the problem of robust H∞ filter design for a class of linear continuous-time systems with both time-varying delays and saturation. The process noise and measurement noise of the systems under study have unknown statistical characteristics but bounded energy. First, a generalized dynamic filter architecture is proposed, meantime, a filter design method is developed. The approach incorporates the linear H∞ filter as well as a regional L2 gain filter feature developed specially for the saturation nonlinearity. Then, the parameters of these filters can be obtained by solving linear matrix inequalities(LMIs). Finally, an illustrative example is given to demonstrate the effectiveness of the proposed design.