Filtering on sampled-data systems with parametric uncertainty

The paper is concerned with the problem of robust H/sub /spl infin// filtering for a class of systems with parametric uncertainties and unknown time delays under sampled measurements. The parameter uncertainties considered are real time-varying and norm-bounded, appearing in the state equation. An approach has been proposed for the designing of H/sub /spl infin// filters, using sampled measurements, which would guarantee a prescribed H/sub /spl infin// performance in the continuous-time context, irrespective of the parameter uncertainties and unknown time delays. Both cases of finite and infinite horizon filtering are studied. It has been shown that the above robust H/sub /spl infin//-filtering problem can be solved in terms of differential Riccati inequalities with finite discrete jumps.

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