Robust filter design for sampled-data systems with interconnections

The problem of H/sub /spl infin// 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/sub /spl infin// 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.