H/sub /spl infin// control and estimation problems with delayed measurements: state space solutions

Necessary and sufficient conditions for existence of estimators and controllers meeting desired H/sub /spl infin// performance criterion are given for the case where the finite sensor delays exist. A complete characterization of such controllers is also presented. The necessary and sufficient conditions are computable and are framed in terms of two algebraic Riccati equations and one finite-horizon Riccati differential equation. The controllers and estimators that are obtained here have a linear periodic structure and are easily implementable. At the foundation of these results lies a modified Nehari problem, the state space solution for which may be of independent interest.