H∞ filtering for multiple-time-delay measurements

The aim of this paper is to study the H_∞ filtering problem for linear continuous-time systems with both current and multiple-time-delay measurements. The key technique applied for deriving the filter is the reorganized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H_∞ filter is derived, and the solution to the H_∞ filter is given in terms of solutions of Riccati and matrix differential equations. An example is finally presented to show the effectiveness of the proposed approach.