A delay-dependent approach to robust H/sub /spl infin// filtering for uncertain distributed delay systems

This paper is concerned with the problem of robust H/sub /spl infin// filtering for linear systems with both discrete and distributed delays, which are subject to norm-bounded time-varying parameter uncertainties. Both the state and measurement equations are assumed to have discrete and distributed delays. A delay-dependent condition for the existence of H/sub /spl infin// filters is proposed, which is less conservative than existing ones in the literature. Via solutions to certain linear matrix inequalities, general full-order filters are designed that ensure asymptotic stability and a prescribed H/sub /spl infin// performance level, irrespective of the parameter uncertainties. An illustrative example is provided to demonstrate the effectiveness and the reduced conservatism of the proposed method.

I. Introduction

Over the past few years, a great deal of interest has been devoted to the study of filtering problem, which is concerned with the design of estimators such that the -induced norm (for continuous systems) or -induced norm (for discrete systems) from the noise signal to the estimation error is less than a prescribed level [1], [11], [15]. In the setting, the noises are assumed to be arbitrary deterministic signals with bounded energy (or average power). Compared with traditional Kalman filtering, the filtering approach does not require knowledge of the statistical properties of the external noises. In addition, filtering is insensitive to uncertainty in the exogenous signal statistics as well as to uncertainty in dynamic models [19]. These features make the filtering technique useful in many applications [3], [18].