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

The problem of H-infinity 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-infinity 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-infinity 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-infinity filtering problem in terms of the solutions of Riccati and matrix differential equations.