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filtering for continuous-time linear systems with delay

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3 Author(s)
Pila, A.W. ; Dept. of Electr. Eng.-Syst., Tel Aviv Univ., Israel ; Shaked, U. ; de Souza, Carlos E.

The problem of ℋ filtering for continuous-time linear systems with time-delayed measurement is investigated. The authors develop a methodology for designing linear filters which ensure a prescribed bound on the L2-induced gain from the noise signals to the estimation error. Filtering problems for time varying systems over a finite-horizon, as well as stationary infinite-horizon filtering for time-invariant systems, are tackled. In the finite-horizon case, our estimation procedure entails an overdesign that stems from the last d seconds of the time interval [0,T], where d is the delay length. This overdesign becomes smaller as T increases, and it vanishes in the infinite-horizon case

Published in:

Automatic Control, IEEE Transactions on  (Volume:44 ,  Issue: 7 )

Date of Publication:

Jul 1999

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