The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the...The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.展开更多
基金supported by the National Natural Science Foundation for Distinguished Young Scholars of China under Grant No.60825304the National Basic Research Development Program of China under Grant No.973 Program,No.2009cb320600the National Natural Science Foundation of China under Grant No. 61104050
文摘The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.
