Filtering for interconnected nonlinear sampled-data systems with parametric uncertainties

The problem of H-infinity filtering for a class of interconnected nonlinear continuous-time systems subject to real time-varying parameter uncertainty with sampled-data measurements is considered. Linear filters are designed that would guarantee a prescribed H-infinity performance in the continuous-time context, irrespective of the parameter uncertainty, nonlinear interactions, and unknown initial states. Both the cases of finite and infinite horizon filtering are investigated in terms of a set of differential Riccati equations with finite discrete jumps. Two examples are given to show the potential of the proposed technique.