H∞ measurement-feedback control for systems with input and measurement delays

The paper deals with the H_infin measurement-feedback control problem of the systems with single I/O delay. At first, it converts the original problem into minimizing an expected quadratic form, then via treating control variables as pseudo-measurements in Krein space, the problem thus becomes to solve a filtering problem, which is a core of the paper. The filtering problem will finally be resolved by reorganizing innovation analysis. Unlike the existed results, the idea proposed here can be generalized to systems with multiple I/O delays and time-varying system.