H/sub /spl infin// filtering for continuous systems with delayed measurements

In this paper, we aim to study the H/sub /spl infin// filtering problem for linear continuous-time systems with both instantaneous and multiple-time delayed measurements. The key technique applied for deriving the estimator is the re-organized innovation analysis approach in Krein space. A necessary and sufficient condition for the existence of an H/sub /spl infin// estimator is derived. The solution to the H/sub /spl infin// filter is given in terms of solutions of Riccati and matrix differential equations.