H∞ FILTERING FOR CONTINUOUS-TIME SYSTEMS WITH POINTWISE TIME-VARYING DELAY

The problem of Hfiltering 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 Hfilter 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 Hfiltering problem in terms of the solution of a partial differential equation with boundary conditions.The later gives an analytical solution to the proposed Hfiltering problem in terms of the solutions of Riccati and matrix differential equations.